Tests for price endogeneity in differentiated product models
From MaRDI portal
Publication:312343
DOI10.1515/jem-2012-0002zbMath1345.62177OpenAlexW2017631838MaRDI QIDQ312343
Publication date: 15 September 2016
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w19011.pdf
Wald testtestingLM testcontrol functiondiscrete choice demandendogenous priceunobserved demand factor
Cites Work
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Alternative methods for evaluating the impact of interventions. An overview
- Limited information estimators and exogeneity tests for simultaneous probit models
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
- Comparing nonparametric versus parametric regression fits
- Convergence rates and asymptotic normality for series estimators
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Improving the Numerical Performance of Static and Dynamic Aggregate Discrete Choice Random Coefficients Demand Estimation
- Connected Substitutes and Invertibility of Demand
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity
- An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
- A Consistent Conditional Moment Test of Functional Form
- Dummy Endogenous Variables in a Simultaneous Equation System
- Specification Tests in Econometrics
- A Conditional Kolmogorov Test
- Standard error correction in two‐stage estimation with nested samples
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Identification in Differentiated Products Markets Using Market Level Data
- Automobile Prices in Market Equilibrium
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Nonparametric Estimation of Nonadditive Random Functions
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- The Consumer Gains from Direct Broadcast Satellites and the Competition with Cable TV