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



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. Copyright © 2010 John Wiley & Sons, Ltd.