Liengaard, Benjamin D.; Becker, Jan-Michael; Bennedsen, … - In: Journal of the Academy of Marketing Science 53 (2024) 1, pp. 279-299
Endogeneity in regression models is a key marketing research concern. The Gaussian copula approach offers an … estimation's quality strongly affects the Gaussian copula approach's performance. Second , we use this insight to develop an … adjusted estimator that improves the Gaussian copula approach's finite sample performance in regression models with (and …