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Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak

Motohiro Yogo

Review of Economics and Statistics, 2004. DOI 10.1162/0034653041811770

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 mixed.

Reproductions

• Narrow Replication of Yogo (2004) Estimating the Elasticity of Intertemporal Substitution when Instruments are Weak, Gomes & Paz (2011). Journal of Applied Econometrics. Outcome recorded: computationally reproducible, robustness challenges. Computational: finds results identical to the original paper Read from abstract. View paper

Cite this record

Yogo, M. (2004). Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak. Review of Economics and Statistics, 86(3), 797–810. https://doi.org/10.1162/0034653041811770

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