Recommendations
- Estimation and testing when explanatory variables are endogenous. An application to a demand system
- Efficient estimation of limited dependent variable models with endogenous explanatory variables
- Endogenous selection or treatment model estimation
- When is it justifiable to ignore explanatory variable endogeneity in a regression model?
- On estimation and testing when explanatory variables are partly endogenous
Cites work
- scientific article; zbMATH DE number 3145638 (Why is no real title available?)
- scientific article; zbMATH DE number 3210100 (Why is no real title available?)
- scientific article; zbMATH DE number 3085485 (Why is no real title available?)
- scientific article; zbMATH DE number 3085488 (Why is no real title available?)
- Alternative Tests of Independence between Stochastic Regressors and Disturbances
- Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results
- An Independence Test and Conditional Unbiased Predictions in the Context of Simultaneous Equation Systems
- Asymptotic Relative Efficiency Analysis of Certain Test of Independence in Structural Systems
- Errors in Variables
- Maximum Likelihood Estimation of Misspecified Models
- On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman
- On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
- Posterior Odds for the Hypothesis of Independence between Stochastic Regressors and Disturbances
- Specification Tests in Econometrics
- The Bias of Instrumental Variable Estimators
Cited in
(10)- The determinants of cumulative endogeneity bias in multivariate analysis
- On threshold effect of housing finance on shared prosperity: Evidence from sub‐Saharan Africa
- A note on endogenous control variables in causal studies
- scientific article; zbMATH DE number 5245018 (Why is no real title available?)
- Guest editorial. Endogeneity, instruments and identification
- Determining the proper specification for endogenous covariates in discrete data settings
- Endogeneity bias modeling using observables
- Two-part models are robust to endogenous selection
- Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference
- Graphical diagnostics of endogeneity
This page was built for publication: Model specification and endogeneity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1377313)