Search Results - subject:"endogenous variables"

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

Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables

Huang, Liquan; Khalil, Umair; Yıldız, Neşe - In: Journal of econometrics 208 (2019) 2, pp. 346-366

Persistent link: https://www.econbiz.de/10012145028

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

A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables

Sanderson, Eleanor; Windmeijer, Frank - Centre for Market and Public Organisation (CMPO), … - 2013

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 δ = 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/10011261667

ПРОГНОЗИРОВАНИЕ ЗНАЧЕНИЙ ЭНДОГЕННЫХ ПЕРЕМЕННЫХ В СИСТЕМЕ ОДНОВРЕМЕННЫХ УРАВНЕНИЙ

НИКОЛАЕВИЧ, НАУМОВ ВЛАДИМИР - In: Бизнес Информ (2013) 3, pp. 63-68

Рассмотрены системы одновременных эконометрических уравнений. Предложена методика их использования при решении задачи прогнозирования макроэкономических...

Persistent link: https://www.econbiz.de/10011215616

What do instrumental variable models deliver with discrete dependent variables?

Chesher, Andrew; Rosen, Adam - Centre for Microdata Methods and Practice (CEMMAP) - 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/10010827566

Forecasting Values of Endogenous Variables in the System of Simultaneous Equations

Naumov Vladimir N. - In: Business Inform (2013) 6, pp. 63-68

The article considers systems of simultaneous econometric equations. It offers methods of their application when solving tasks of forecasting macro-economic indicators. It provides an example of its solution for forecasting the volumes of export and import in Russia on the basis of data of the...

Persistent link: https://www.econbiz.de/10010855291

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

Sanderson, Eleanor; Windmeijer, Frank - 2013

Persistent link: https://www.econbiz.de/10010200387