instrument-free estimation method that extends joint estimation through copulas to handle endogenous regressors and skewness … issues. The method relies on the Gaussian copula function to capture dependence between endogenous regressors and composite … presenting a flexible and parsimonious method capable of addressing wrong skewness of inefficiency and endogenous regressors …

copulas to model the dependence between endogenous regressors and composite errors, while accommodating positively or …” skewness and endogenous regressors simultaneously. On the other hand, our contribution to an economic understanding of “wrong …

regressions with multiple endogenous regressors to be robust to heteroskedasticity and autocorrelation. Equivalently, we extend … endogenous regressors. We describe a simple procedure for applied researchers to conduct our generalized first-stage test of …

regressions with multiple endogenous regressors to be robust to heteroskedasticity and autocorrelation. Equivalently, we extend … endogenous regressors. We describe a simple procedure for applied researchers to conduct our generalized first-stage test of …