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.

Data and Resources

Suggested Citation

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