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Handling Endogenous Marketing Mix Regressors in Correlated Heterogeneous Panels with Copula Augmented Mean Group Estimation

Yang, Liying; Qian, Yi; Xie, Hui - National Bureau of Economic Research - 2024

coefficients (slope endogeneity) can introduce significant estimation bias, resulting in misleading inference. This paper proposes … inference without the need to bootstrap. For short dynamic panels, a Jackknife bias-corrected 2sCOPE-MG estimator is provided to … ensure unbiased inference. The usage of the 2sCOPE-MG estimator is demonstrated by Monte Carlo simulations and a marketing …

Persistent link: https://www.econbiz.de/10015171668

Optimization strategy for the modeling and estimation of interactive effects

Hu, Xiaohui - In: Prague economic papers : a bimonthly journal of … 33 (2024) 3, pp. 261-276

Modeling policy effects in the context of high-dimensional data requires a balanced consideration of omitted interaction bias and overfitting problems. This paper investigates the role of machine learning algorithms in stabilizing estimates and demonstrates the possible regularization bias...

Persistent link: https://www.econbiz.de/10015054100

On the (surprising) sufficiency of linear models for dynamic pricing with demand learning

Besbes, Omar; Zeevi, Assaf - In: Management science : journal of the Institute for … 61 (2015) 4, pp. 723-739

Persistent link: https://www.econbiz.de/10010526550

Inference in dynamic discrete choice problems under local misspecification

Bugni, Federico A.; Ura, Takuya - In: Quantitative economics : QE ; journal of the … 10 (2019) 1, pp. 67-103

inference in these models. Specifically, we consider a local misspecification framework in which specification errors are …

Persistent link: https://www.econbiz.de/10011994830

Inference in moment inequality models that Is robust to spurious precision under model misspeci fication

Andrews, Donald W. K.; Kwon, Soonwoo - 2019 - Revised: July 8, 2019

Persistent link: https://www.econbiz.de/10012053175

Adjustments of Rao's score test for distributional and local parametric misspecifications

Bera, Anil K.; Bilias, Yannis; Yoon, Mann J.; … - In: Journal of econometric methods 9 (2020) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10012197297

Simple tests for endogeneity of spatial weights matrices

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman - In: Regional science & urban economics 69 (2018), pp. 130-142

Persistent link: https://www.econbiz.de/10012108149

Testing spatial dependence in spatial models with endogenous weights matrices

Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman - In: Journal of econometric methods 8 (2019) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012022977

Misspecified moment inequality models : inference and diagnostics

Andrews, Donald W. K.; Kwon, Soonwoo - In: The review of economic studies : RES 91 (2024) 1, pp. 45-76

Persistent link: https://www.econbiz.de/10014528566

Testing firm conduct

Duarte, Marco; Magnolfi, Lorenzo; Sølvsten, Mikkel; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 571-606

misspecification. However, degeneracy of RV invalidates inference. With a novel definition of weak instruments for testing, we connect …

Persistent link: https://www.econbiz.de/10015053180