Parametric Nonlinear Regression with Endogenous Switching

DOI10.1080/07474930802473751MaRDI QIDQ3182772zbMATH OpenOpenAlexFDO

Authors Joseph V. Terza

Publication date 16 October 2009

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474930802473751

zbMATH Keywords

sample selectiontreatment effectstwo-stage estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

Recommendations

• Estimating count data models with endogenous switching: sample selection and endogenous treatment effects
• Nonparametric estimation in case of endogenous selection
• Endogenous selection or treatment model estimation
• SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
• A flexible parametric approach for estimating switching regime models and treatment effect parameters

Cites work

• scientific article; zbMATH DE number 854558 (Why is no real title available?)
• Dummy Endogenous Variables in a Simultaneous Equation System
• Estimating count data models with endogenous switching: sample selection and endogenous treatment effects
• Sample Selection Bias as a Specification Error
• Separate sample logistic discrimination
• Shadow Prices, Market Wages, and Labor Supply
• Some Alternatives to the Box-Cox Regression Model
• The central role of the propensity score in observational studies for causal effects

Cited in

(5)

• scientific article; zbMATH DE number 5245018 (Why is no real title available?)
• Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
• A flexible parametric approach for estimating switching regime models and treatment effect parameters
• Regression-based causal analysis from the potential outcomes perspective
• Partial copula methods for models with multiple discrete endogenous explanatory variables and sample selection

Describes a project that uses

Uses Software

• GAUSS

This page was built for publication: Parametric Nonlinear Regression with Endogenous Switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3182772)