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Who invented instrumental variable regression?

Article Abstract:

The history of economic words and ideas are addressed with a hope to deepen the workday dialogue of economists, while perhaps also casting lighten ongoing questions. The idea that instrumental variables estimation can be used to solve the identification problem can be used to estimate the coefficient on an endogenous variable.

Author: Stock, James H., Trebbi, Francesco
Publisher: American Economic Association
Publication Name: Journal of Economic Perspectives
Subject: Economics
ISSN: 0895-3309
Year: 2003
United States, Analysis, Econometrics, Instrumental variables (Statistics), Instrumental variables, Economic theory

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Forecasting inflation

Article Abstract:

US inflation forecasts are examined in detail, with the Phillips curve assessed as a tool for forecasting.

Author: Stock, James H., Watson, Mark W.
Publisher: Elsevier B.V.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 1999
Economic aspects, Forecasts and trends, Inflation (Finance), United States economic conditions, Inflation (Economics), Phillips curve

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Confidence intervals for autoregressive coefficients near one

Article Abstract:

Please see the abstract in the "Author Abstract" area.

Author: Elliott, Graham, Stock, James H.
Publisher: Elsevier Science Publishers
Publication Name: Journal of Econometrics
Subject: Economics
ISSN: 0304-4076
Year: 2001
United Kingdom, Models

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Subjects list: Economics
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