Instrumental variable with interactive fixed effects
Ano de defesa: | 2020 |
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Autor(a) principal: | |
Orientador(a): | |
Banca de defesa: | |
Tipo de documento: | Dissertação |
Tipo de acesso: | Acesso aberto |
Idioma: | eng |
Instituição de defesa: |
Não Informado pela instituição
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Programa de Pós-Graduação: |
Não Informado pela instituição
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Departamento: |
Não Informado pela instituição
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País: |
Não Informado pela instituição
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Palavras-chave em Português: | |
Palavras-chave em Inglês: | |
Link de acesso: | http://hdl.handle.net/10438/29393 |
Resumo: | The biggest challenge of the instrumental variable model is finding a valid instrument, one that satisfies the assumptions of relevance and, especially, exogeneity. To impose a less restrictive assumption, some estimators combine unobservable effects with instrumental variables, as example IV-FE. In this paper, we study a large-panel instrumental variable model where the instrument may be correlated with unobservable variables, even when they vary across both dimensions. This variation implies that standard approaches in the literature, such as IV, IV-FE, and linear factor models (Pesaran, 2006; Bai, 2009), are inconsistent. We construct two and show their √ NT convergence under both large N and large T. Our exogeneity assumption is less restrictive than the standard instrumental variable model assumption since the instrument shall be exogenous given the factor structure. We show their asymptotic normality distribution for some rate of N/T even when the errors have autocorrelation and heteroskedasticity in both dimensions. We also study the trade-off between our estimators and a standard IV estimator when the error has an interactive fixed-effect structure, and the instrument is valid. In this case, we show that our estimator is more efficient than IV if the variance of the factor structure is sufficiently large than the error variance and less efficient if the variance of factor structure is sufficiently smaller. |
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Cardoso, Murilo SepulvidaEscolas::EESPFerman, BrunoFernandes, MarceloMoreira, Marcelo J.Pinto, Cristine Campos de Xavier2020-07-02T18:11:46Z2020-07-02T18:11:46Z2020-05-28http://hdl.handle.net/10438/29393The biggest challenge of the instrumental variable model is finding a valid instrument, one that satisfies the assumptions of relevance and, especially, exogeneity. To impose a less restrictive assumption, some estimators combine unobservable effects with instrumental variables, as example IV-FE. In this paper, we study a large-panel instrumental variable model where the instrument may be correlated with unobservable variables, even when they vary across both dimensions. This variation implies that standard approaches in the literature, such as IV, IV-FE, and linear factor models (Pesaran, 2006; Bai, 2009), are inconsistent. We construct two and show their √ NT convergence under both large N and large T. Our exogeneity assumption is less restrictive than the standard instrumental variable model assumption since the instrument shall be exogenous given the factor structure. We show their asymptotic normality distribution for some rate of N/T even when the errors have autocorrelation and heteroskedasticity in both dimensions. We also study the trade-off between our estimators and a standard IV estimator when the error has an interactive fixed-effect structure, and the instrument is valid. In this case, we show that our estimator is more efficient than IV if the variance of the factor structure is sufficiently large than the error variance and less efficient if the variance of factor structure is sufficiently smaller.The biggest challenge of the instrumental variable model is finding a valid instrument, one that satisfies the assumptions of relevance and, especially, exogeneity. To impose a less restrictive assumption, some estimators combine unobservable effects with instrumental variables, as example IV-FE. In this paper, we study a large-panel instrumental variable model where the instrument may be correlated with unobservable variables, even when they vary across both dimensions. This variation implies that standard approaches in the literature, such as IV, IV-FE, and linear factor models (Pesaran, 2006; Bai, 2009), are inconsistent. We construct two and show their √ NT convergence under both large N and large T. Our exogeneity assumption is less restrictive than the standard instrumental variable model assumption since the instrument shall be exogenous given the factor structure. We show their asymptotic normality distribution for some rate of N/T even when the errors have autocorrelation and heteroskedasticity in both dimensions. We also study the trade-off between our estimators and a standard IV estimator when the error has an interactive fixed-effect structure, and the instrument is valid. In this case, we show that our estimator is more efficient than IV if the variance of the factor structure is sufficiently large than the error variance and less efficient if the variance of factor structure is sufficiently smaller.engInstrumental variableLinear factor modelInteractive fixed-effect modelEndogenous regressorsLarge panelVariável instrumentalModelo de efeitos fixos interativosRegressores endógenosDados em painelEconomiaAnálise de painelVariáveis instrumentais (Estatística)Análise fatorialModelos lineares (Estatística)Instrumental variable with interactive fixed effectsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALTESE - Murilo Sepulvida Cardoso.pdfTESE - Murilo Sepulvida 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dc.title.eng.fl_str_mv |
Instrumental variable with interactive fixed effects |
title |
Instrumental variable with interactive fixed effects |
spellingShingle |
Instrumental variable with interactive fixed effects Cardoso, Murilo Sepulvida Instrumental variable Linear factor model Interactive fixed-effect model Endogenous regressors Large panel Variável instrumental Modelo de efeitos fixos interativos Regressores endógenos Dados em painel Economia Análise de painel Variáveis instrumentais (Estatística) Análise fatorial Modelos lineares (Estatística) |
title_short |
Instrumental variable with interactive fixed effects |
title_full |
Instrumental variable with interactive fixed effects |
title_fullStr |
Instrumental variable with interactive fixed effects |
title_full_unstemmed |
Instrumental variable with interactive fixed effects |
title_sort |
Instrumental variable with interactive fixed effects |
author |
Cardoso, Murilo Sepulvida |
author_facet |
Cardoso, Murilo Sepulvida |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.member.none.fl_str_mv |
Ferman, Bruno Fernandes, Marcelo Moreira, Marcelo J. |
dc.contributor.author.fl_str_mv |
Cardoso, Murilo Sepulvida |
dc.contributor.advisor1.fl_str_mv |
Pinto, Cristine Campos de Xavier |
contributor_str_mv |
Pinto, Cristine Campos de Xavier |
dc.subject.eng.fl_str_mv |
Instrumental variable Linear factor model Interactive fixed-effect model Endogenous regressors Large panel |
topic |
Instrumental variable Linear factor model Interactive fixed-effect model Endogenous regressors Large panel Variável instrumental Modelo de efeitos fixos interativos Regressores endógenos Dados em painel Economia Análise de painel Variáveis instrumentais (Estatística) Análise fatorial Modelos lineares (Estatística) |
dc.subject.por.fl_str_mv |
Variável instrumental Modelo de efeitos fixos interativos Regressores endógenos Dados em painel |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Análise de painel Variáveis instrumentais (Estatística) Análise fatorial Modelos lineares (Estatística) |
description |
The biggest challenge of the instrumental variable model is finding a valid instrument, one that satisfies the assumptions of relevance and, especially, exogeneity. To impose a less restrictive assumption, some estimators combine unobservable effects with instrumental variables, as example IV-FE. In this paper, we study a large-panel instrumental variable model where the instrument may be correlated with unobservable variables, even when they vary across both dimensions. This variation implies that standard approaches in the literature, such as IV, IV-FE, and linear factor models (Pesaran, 2006; Bai, 2009), are inconsistent. We construct two and show their √ NT convergence under both large N and large T. Our exogeneity assumption is less restrictive than the standard instrumental variable model assumption since the instrument shall be exogenous given the factor structure. We show their asymptotic normality distribution for some rate of N/T even when the errors have autocorrelation and heteroskedasticity in both dimensions. We also study the trade-off between our estimators and a standard IV estimator when the error has an interactive fixed-effect structure, and the instrument is valid. In this case, we show that our estimator is more efficient than IV if the variance of the factor structure is sufficiently large than the error variance and less efficient if the variance of factor structure is sufficiently smaller. |
publishDate |
2020 |
dc.date.accessioned.fl_str_mv |
2020-07-02T18:11:46Z |
dc.date.available.fl_str_mv |
2020-07-02T18:11:46Z |
dc.date.issued.fl_str_mv |
2020-05-28 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/29393 |
url |
http://hdl.handle.net/10438/29393 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional do FGV (FGV Repositório Digital) instname:Fundação Getulio Vargas (FGV) instacron:FGV |
instname_str |
Fundação Getulio Vargas (FGV) |
instacron_str |
FGV |
institution |
FGV |
reponame_str |
Repositório Institucional do FGV (FGV Repositório Digital) |
collection |
Repositório Institucional do FGV (FGV Repositório Digital) |
bitstream.url.fl_str_mv |
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repository.name.fl_str_mv |
Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV) |
repository.mail.fl_str_mv |
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