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Anton Nakov

jackknife instrumental variables estimation: replication and extension of angrist, imbens and krueger (1999) (replication data)

I replicate most of the results in Angrist, Imbens, and Krueger (Journal of Applied Econometrics 1999; 14: 57-67), point to a possible error in and re-estimate Model 3, and analyze some simple extensions. The programming code, data, and results are available at http://sites.google.com/site/antonnakov/software.

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Suggested Citation

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Nakov, Anton (2010): Jackknife instrumental variables estimation: replication and extension of angrist, imbens and krueger (1999) (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022320.0720179713

Related Publication

Nakov, A. (2010), Jackknife Instrumental Variables Estimation: Replication And Extension Of Angrist, Imbens And Krueger (1999), Journal of Applied Econometrics, 25(6), 1063-1066. https://doi.org/10.1002/jae.1191