Search Results - subject:"endogenous variables"

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

Sanderson, Eleanor; Windmeijer, Frank - School of Economics, Finance and Management, University … - 2014

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/10011010138

Familial Support for Unemployed Youth

Sakamoto, Kazuyasu - Institute of Economic Research, Hitotsubashi University - 2007

, familial transfer, the Japanese Panel Survey of Consumers, limited dependent variable model with endogenous variables ∗ I would …

Persistent link: https://www.econbiz.de/10005650659

CARING FOR PARENTS AND EMPLOYMENT STATUS OF EUROPEAN MID-LIFE WOMEN

Crespo, Laura - Centro de Estudios Monetarios y Financieros (CEMFI) - 2006

In this paper we estimate the causal effect of providing “intensive” informal care to elderly parents on labour market participation decisions for European women who are themselves approaching retirement. In particular, we consider the frequency or intensity of this help and we focus on...

Persistent link: https://www.econbiz.de/10005611900

The Primacy of Institutions Reconsidered : Direct Income Effects of Malaria Prevalence

Carstensen, Kai; Gundlach, Erich - In: The World Bank Economic Review 20 (2006) 3, pp. 309-339

Some recent empirical studies deny any direct effect of geography on development and conclude that institutions dominate all other potential determinants of development. An alternative view emphasizes that geographic factors such as disease ecology, as proxied by the prevalence of malaria, may...

Persistent link: https://www.econbiz.de/10015360529

Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models

Cai, Zongwu; Li, Henong - 2013

nonparametric estimator for coefficient functions of endogenous variables is slower than the conventional rate. But the … nonparametric estimator for coefficient functions of endogenous variables is divergent for both the weak and nearly non …

Persistent link: https://www.econbiz.de/10010892074

Effient Estimation of Partially Varying Coefficient Instrumental Variables Models

Cai, Zongwu; Xiong, Huaiyu - 2013

nonparametric model with continuous endogenous variables does not exist under this setting. Efficient procedures are proposed to …

Persistent link: https://www.econbiz.de/10010892097

Identification in a Generalization of Bivariate Probit Models with Endogenous Regressors

Han, Sukjin; Vytlacil, Edward J. - Department of Economics, University of Texas-Austin - 2013

binary endogenous variables. The joint distribution of the latent error terms is specified through a parametric copula …

Persistent link: https://www.econbiz.de/10010836380

Maximum likelihood estimation of endogenous switching regression models

Lokshin, Michael; Sajaia, Zurab - In: Stata Journal 4 (2004) 3, pp. 282-289

Persistent link: https://www.econbiz.de/10005583250

Impact of interventions on discrete outcomes: Maximum likelihood estimation of the binary choice models with binary endogenous regressors

Lokshin, Michael; Newson, Roger B. - In: Stata Journal 11 (2011) 3, pp. 368-385

In this article, we describe the switch_probit command, which implements the maximum likelihood method to fit the model of the binary choice with binary endogenous regressors. Copyright 2011 by StataCorp LP.

Persistent link: https://www.econbiz.de/10010631471

Endogenous determination of FDI growth and economic growth: the OECD case

Turkcan, Burcu; Yetkiner, I. Hakan - In: International Journal of Public Policy 5 (2010) 4, pp. 409-429

economic growth and FDI growth as endogenous variables. We find that FDI growth and economic growth are significant …

Persistent link: https://www.econbiz.de/10009353024