Instrumental Variables Zipf Regression

The standard Zipf regression involves a linear relation between the natural logs of the rank and the natural logs of a score on a certain variable. If there are measurement errors in the scores, then the regressor is endogenous and renders Ordinary Least Squares inappropriate. Instrumental Variables estimation alleviates the problem, where instruments are easily found. Five diverse illustrative cases emphasize the empirical relevance

MoreLess

Year of publication:	[2022]
Authors:	Hans Franses, Philip
Publisher:	[S.l.] : SSRN
Subject:	Regressionsanalyse \| Regression analysis \| IV-Schätzung \| Instrumental variables \| Schätztheorie \| Estimation theory \| Statistische Verteilung \| Statistical distribution

More details
Report error

Extent:	1 Online-Ressource (14 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: EL53503
Other identifiers:	10.2139/ssrn.4075703 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013294292