OLS and IV estimation of regression models including endogenous interaction terms

DOI10.1080/07474938.2018.1427486MaRDI QIDQ5860946zbMATH OpenOpenAlexFDO

Authors Maurice J. G. Bun, Teresa D. Harrison

Publication date 4 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07474938.2018.1427486

zbMATH Keywords

endogeneityinstrumental variablesinteraction termOLS

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• Bootstrap confidence sets with weak instruments
• Confidence sets based on inverting Anderson-Rubin tests
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Exogenous treatment and endogenous factors: vanishing of omitted variable bias on the interaction term
• Generalized reduced rank tests using the singular value decomposition
• GMM with Weak Identification
• scientific article; zbMATH DE number 5198649 (Why is no real title available?)
• Identification and estimation of semiparametric two-step models
• On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

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(6)

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• Exogenous treatment and endogenous factors: vanishing of omitted variable bias on the interaction term
• MEASURING THE IMPACT OF FINANCIAL INTERMEDIATION: LINKING CONTRACT THEORY TO ECONOMETRIC POLICY EVALUATION
• Volatility GARCH models with the ordered weighted average (OWA) operators

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