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The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of banking & finance 36 (2012) 4, pp. 1057-1066
Persistent link: https://www.econbiz.de/10009557825
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A Control Function Approach To Estimating Dynamic Probit Models With Endogenous Regressors, With An Application To the Study of Poverty Persistence in China
Murtazashvili, Irina - 2010
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. This approach is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome....
Persistent link: https://www.econbiz.de/10011394694
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A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
Giles, John - 2013
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. Such a model is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome. In...
Persistent link: https://www.econbiz.de/10013089968
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A control function approach to estimating dynamic probit models with endogenous regressors
Giles, John; Murtazashvili, Irina - In: Journal of econometric methods 2 (2013) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10009784214
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Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
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A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
Murtazashvili, Irina; Wooldridge, Jeffrey M. - In: Journal of econometrics 190 (2016) 2, pp. 252-266
Persistent link: https://www.econbiz.de/10011592263
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A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. Such a model is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome. In...
Persistent link: https://www.econbiz.de/10009629773
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A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
Giles, John; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. This approach is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome....
Persistent link: https://www.econbiz.de/10012551616
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A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
Giles, John - 2017
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. This approach is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome....
Persistent link: https://www.econbiz.de/10012976406