Excess heterogeneity, endogeneity and index restrictions
نویسندگان
چکیده
منابع مشابه
Excess heterogeneity, endogeneity and index restrictions
An outcome is determined by a structural function in which the e¤ect of some variables of interest is transmitted through a scalar index. Multiple sources of stochastic variation can appear as arguments of the structural function, but not in the index. There may be endogeneity, that is observable and unobservable variables may not be independently distributed. Conditions are provided under whic...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2009
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2009.02.004