比较工具变量法与结构模型：简单工具变量法能够识别和无法识别的内容。
Comparing IV With Structural Models: What Simple IV Can and Cannot Identify.
作者信息
Heckman James J, Urzúa Sergio
机构信息
University of Chicago, University College Dublin, Cowles Foundation, Yale University, and the American Bar Foundation.
出版信息
J Econom. 2010 May 1;156(1):27-37. doi: 10.1016/j.jeconom.2009.09.006.
Abstract
This paper compares the economic questions addressed by instrumental variables estimators with those addressed by structural approaches. We discuss Marschak's Maxim: estimators should be selected on the basis of their ability to answer well-posed economic problems with minimal assumptions. A key identifying assumption that allows structural methods to be more informative than IV can be tested with data and does not have to be imposed.
摘要
本文比较了工具变量估计量所处理的经济问题与结构方法所处理的经济问题。我们讨论了马尔沙克法则：应根据估计量以最少假设回答恰当经济问题的能力来选择估计量。一个使结构方法比工具变量法更具信息性的关键识别假设可以用数据进行检验，而不必强行设定。
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