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Endogeneity in Nonlinear Regressions with Integrated Time Series
Park, Joon Y.; Chang, Yoosoon - Econometric Society - 2004
squares estimator under such endogeneity for the regressions with the integrable or asymptotically homogeneous regression … the estimator is consistent and has the same rate of convergence as for the case of the regressions with no endogeneity …. Whether or not the limiting distribution is affected by the presence of endogeneity, however, depends upon the type of the …
Persistent link: https://www.econbiz.de/10005329022
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Identification of sensitivity to variation in endogenous variables
Chesher, Andrew - Econometric Society - 2004
This lecture explores conditions under which there is identification of the impact on an outcome of exogenous variation in a variable which is endogenous when data are gathered. The starting point is the Cowles Commission linear simultaneous equations model. The parametric and additive error...
Persistent link: https://www.econbiz.de/10005342177
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Endogeneity in Quantile Regression Models: A Control Function Approach
Lee, Sokbae - Econometric Society - 2004
adjusts for endogeneity by adopting a control function approach and presents a simple two-step estimator that exploits the …
Persistent link: https://www.econbiz.de/10005130190
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Job Turnover and the Returns to Seniority
Dostie, Benoit - Econometric Society - 2004
In this paper, we match firm data to individual work history files in order to simultaneously estimate the wage and employment duration processes of a longitudinal sample of two million French workers employed in roughly one million firms and followed over twenty years. The particular structure...
Persistent link: https://www.econbiz.de/10005699664