When is it really justifiable to ignore explanatory variable endogeneity in a regression model?

DOI10.1016/J.ECONLET.2016.06.021zbMATH Open1400.62080OpenAlexW2507545797MaRDI QIDQ1670195FDOQ1670195

Authors: Jan F. Kiviet 

Publication date: 5 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://www3.ntu.edu.sg/hss2/egc/wp/2016/2016-07.pdf

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zbMATH Keywords

sensitivity analysisleast-squaressimultaneityasymptotic expansionsgrowth regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

• A Contribution to the Empirics of Economic Growth
• Title not available (Why is that?)
• When is it justifiable to ignore explanatory variable endogeneity in a regression model?
• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
• Identification and inference in a simultaneous equation under alternative information sets and sampling schemes

Cited In (4)

• The determinants of cumulative endogeneity bias in multivariate analysis
• Testing the impossible: identifying exclusion restrictions
• When is it justifiable to ignore explanatory variable endogeneity in a regression model?
• Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*

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