Search Results - subject:"endogenous variables"

Structural modeling of simultaneous discrete choice

Chesher, Andrew; Rosen, Adam M. - 2020

Models of simultaneous discrete choice may be incomplete, delivering multiple values of out- comes at certain values of the latent variables and covariates, and incoherent, delivering no val- ues. Alternative approaches to accommodating incompleteness and incoherence are considered in a unifying...

Persistent link: https://www.econbiz.de/10012621086

Econometric modeling of interdependent discrete choice with applications to market structure

Chesher, Andrew; Rosen, Adam M. - 2020

This paper demonstrates the use of bounds analysis for empirical models of market structure that allow for multiple equilibria. From an econometric standpoint, these models feature systems of equalities and inequalities for the determination of multiple endogenous interdependent discrete choice...

Persistent link: https://www.econbiz.de/10012621102

Structural modeling of simultaneous discrete choice

Chesher, Andrew; Rosen, Adam M. - 2020

Persistent link: https://www.econbiz.de/10012165372

Econometric modeling of interdependent discrete choice with applications to market structure

Chesher, Andrew; Rosen, Adam M. - 2020

Persistent link: https://www.econbiz.de/10012225881

Multivariate Spatial IV Regression

Nascimento, Marcus G. Lavagnole; Abanto-Valle, Carlos A.; … - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 357-373

Persistent link: https://www.econbiz.de/10012129517

A weak instrument F-test in linear IV models with multiple endogenous variables

Sanderson, Eleanor; Windmeijer, Frank - 2015

We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and Yogo (2005 … estimator and the Wald tests size distortions. When ¬ = 0 in the two-variable model, or when there are more than two endogenous … variables, further information over and above the Cragg-Donald statistic can be obtained about the nature of the weak instrument …

Persistent link: https://www.econbiz.de/10011445739

A weak instrument F-test in linear IV models with multiple endogenous variables

Sanderson, Eleanor; Windmeijer, Frank - 2015

We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and Yogo (2005 … estimator and the Wald tests size distortions. When Ơ = 0 in the two-variable model, or when there are more than two endogenous … variables, further information over and above the Cragg-Donald statistic can be obtained about the nature of the weak instrument …

Persistent link: https://www.econbiz.de/10011285977

Testing for monotonicity in unobservables under unconfoundedness

Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, … - 2015

Persistent link: https://www.econbiz.de/10011508623

What do instrumental variable models deliver with discrete dependent variables?

Chesher, Andrew; Rosen, Adam - 2013

We study models with discrete endogenous variables and compare the use of two stage least squares (2SLS) in a linear …

Persistent link: https://www.econbiz.de/10010318678

A weak instrument F-test in linear IV models with multiple endogenous variables

Sanderson, Eleanor; Windmeijer, Frank - 2013

We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and Yogo (2005 … when there are more than two endogenous variables, further information over and above the Cragg-Donald statistic can be …

Persistent link: https://www.econbiz.de/10010368229