Ashley, Richard A.; Parmeter, Christopher F. - In: Econometrics : open access journal 8 (2020) 1/11, pp. 1-24
This work describes a versatile and readily-deployable sensitivity analysis of an ordinary least squares (OLS) inference with respect to possible endogeneity in the explanatory variables of the usual k-variate linear multiple regression model. This sensitivity analysis is based on a derivation...