Regression spline bivariate probit models: a practical approach to testing for exogeneity

DOI10.1080/03610918.2015.1041974zbMATH Open1364.62097OpenAlexW1653951437MaRDI QIDQ5267916FDOQ5267916

Authors Giampiero Marra, Rosalba Radice, Panagiota Filippou

Publication date 13 June 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL http://openaccess.city.ac.uk/20946/1/Regression%20Spline%20Bivariate%20Probit%20Models%20A%20Practical%20Approach%20to%20testing%20for%20Exogenity.pdf

zbMATH Keywords

endogeneityWald testlikelihood ratio testbivariate probit modelLagrange multiplier testnon-random sample selectionpenalized regression splinegradient test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Recommendations

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Cited in

(4)

• A test of exogeneity without instrumental variables in models with bunching
• On \(p\)-values for semiparametric bivariate probit models
• Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work?
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity

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