info:eu-repo/semantics/article
Endogeneity bias modeling using observables
Fecha
2017-03Registro en:
Galvao, Antonio F.; Montes Rojas, Gabriel Victorio; Song, Hojun; Endogeneity bias modeling using observables; North-holland; Economics Letters; 152; 3-2017; 41-45
0165-1765
CONICET Digital
CONICET
Autor
Galvao, Antonio F.
Montes Rojas, Gabriel Victorio
Song, Hojun
Resumen
This paper proposes an alternative solution to the endogeneity problem by explicitly modeling the joint interaction of the endogenous variables and the unobserved causes of the dependent variable as a function of additional observables. We derive identification of the parameters, develop an estimator, and establish its consistency and asymptotic normality.