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利用不完美工具变量结合观测与实验数据以提高效率

Combining Observational and Experimental Data to Improve Efficiency Using Imperfect Instruments

Marketing Science · 2023
被引 3
人大 AFT50UTD24ABS 4*

中文导读

研究如何用不完美工具变量(满足相关性但可能违反排他性约束的变量)结合实验与观测数据,提升估计效率。

Abstract

The paper studies how to combine experimental and observational data using imperfect instruments—variables that satisfy the first-stage relevance condition, but violate the exclusion restrictions.

计量经济学因果推断数据科学经济学