Search Results - subject:"Endogeneity"

An estimation of regime switching models with nonlinear endogenous switching

Chotipong Charoensom - 2024

Persistent link: https://www.econbiz.de/10014486831

Matching for credit : identifying information asymmetries in joint-liability lending

Klein, Thilo - 2024

Microcredit, a financial tool providing uncollateralized loans to low-income individuals, has seen a shift from joint-liability (JL) to individual liabil- ity (IL) lending models. This article tests a theory explaining this shift, focusing on borrowers matching into groups exposed to similar...

Persistent link: https://www.econbiz.de/10015271329

Immigration and trade creation : evidence from the extensive and intensive margins

Abeliansky, Ana Lucia; Martínez-Zarzoso, Inmaculada; … - 2026

immigration to OECD countries relates to the extensive and intensive margins of trade. To address potential endogeneity, we apply …

Persistent link: https://www.econbiz.de/10015615805

International Financial Integration, Economic Growth and Threshold Effects: Some Panel Evidence for Europe

Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2025

This paper applies the Seo and Shin (2016) method for estimating dynamic panels with endogenous threshold effects to obtain new, robust evidence on nonlinearities in the relationship between international financial integration (IFI) and economic growth. This approach is based on a...

Persistent link: https://www.econbiz.de/10015339445

Causal Inference with Endogenous Price Response

Jeziorski, Przemyslaw; Leng, Dingzhe; Seiler, Stephan - 2025

We study the estimation of causal treatment effects on demand when treatment is randomly assigned but prices adjust in response to treatment. We show that regressions of demand on treatment or on treatment and price lead to biased estimates of the direct treatment effect. The bias in both cases...

Persistent link: https://www.econbiz.de/10015419028

A test for endogeneity in regressions

Marvell, Thomas B. - 2025

it occurs, and 2) to use the phenomenon to develop a test for endogeneity. For the test, one creates a variable that is … highly collinear with the independent variable of interest, and endogeneity is indicated if t-ratios do not decline with …

Persistent link: https://www.econbiz.de/10015432606

Causal Returns to Education

Patrinos, Harry Anthony; Psacharopoulos, George - 2025

Using 182 estimates from 140 studies in 55 countries, this paper compares ordinary least squares (OLS) and instrumental variables (IV) estimates of the private returns to schooling. IV returns average 9.7 percent-38 percent higher than OLS-and exceed OLS in nearly 80 percent of cases, with the...

Persistent link: https://www.econbiz.de/10015444075

Causal Returns to Education

Patrinos, Harry Anthony; Psacharopoulos, George - 2025

Using 182 estimates from 140 studies in 55 countries, this paper compares ordinary least squares (OLS) and instrumental variables (IV) estimates of the private returns to schooling. IV returns average 9.7 percent–38 percent higher than OLS–and exceed OLS in nearly 80 percent of cases, with...

Persistent link: https://www.econbiz.de/10015466213

Endogeneity of household size and income in the estimation of equivalence scales from satisfaction data

Borah, Melanie; Elsas, Susanne - 2025

structure are exogenous. The present paper is the first to relax this assumption and consider the possible endogeneity of income … (SOEP) using fixed-effects regressions with heteroscedasticity-based instruments. Our results confirm that endogeneity is … for endogeneity in income and family size has virtually no implications for distribution and poverty analyses. …

Persistent link: https://www.econbiz.de/10015557656

From perfect to practical : partial identification methods for causal inference in strategic management research

Frake, Justin; Gibbs, Anthony; Goldfarb, Brent; … - In: Strategic management journal 46 (2025) 8, pp. 1894-1929

Persistent link: https://www.econbiz.de/10015467450