https://www.imf.org/en/publications/wp/issues/2016/12/30/nonlinearity-and-endogeneity-in-macro-asset-pricing-1295
Nonlinearity and Endogeneity in Macro-Asset Pricing
We find nonlinear feedback between the stock market and certain macroeconomic factors. This evidence calls into question the adequacy of these factors as a...
nonlinearityendogeneitymacroassetpricing
https://ideas.repec.org/p/aiz/louvad/2013054.html
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
Downloadable! In production theory, firm efficiencies are measured by their distances to a production frontier. In the presence of heterogeneous conditions...
unobserved heterogeneityendogeneitynonparametricfrontierestimation
https://ideas.repec.org/p/azt/cemmap/09-01.html
Endogeneity in nonparametric and semiparametric regression models
Downloadable! This paper considers the nonparametric and semiparametric methods for estimating regression models with continuous endogenous regressors. We list...
semiparametric regressionendogeneitynonparametricmodels
https://www.econstor.eu/handle/10419/307485
EconStor: Endogeneity of marketing variables in multicategory choice models
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
econstorendogeneitymarketingvariablesmulticategory
https://ideas.repec.org/a/eee/econom/v152y2009i1p37-45.html
Excess heterogeneity, endogeneity and index restrictions
Downloadable (with restrictions)! A discrete or continuous outcome is determined by a structural function in which the effect of some variables of interest is...
excessheterogeneityendogeneityindexrestrictions
https://ideas.repec.org/p/ifs/cemmap/08-04.html
Endogeneity in quantile regression models: a control function approach
Downloadable! This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts for endogeneity...
quantile regressioncontrol functionendogeneitymodelsapproach
https://ideas.repec.org/p/zbw/caseps/200410.html
Endogeneity of Currency Areas and Trade Blocs: Evidence from the Inter-War Period
Downloadable! Empirical research on the gravity model of international trade in the wake of Rose (2000) affirms that currency union formation doubles or...
https://ideas.repec.org/p/udt/wpbsdt/veintiuno.html
On the Endogeneity of Exchange Rate Regimes
Downloadable! The literature has identified at least five approaches to the determinants of the choice of exchange rate regimes: i) optimal currency area...
on theexchange rateendogeneityregimes
https://www.eur.nl/en/ese/events/testing-endogeneity-irregular-sampling-schemes-2026-05-21
Testing for endogeneity of irregular sampling schemes | Erasmus School of Economics | Erasmus...
Giulia Livieri (LSE)
erasmus schooltestingendogeneityirregularsampling
https://www.gov.uk/research-for-development-outputs/addressing-endogeneity-in-state-business-relations-across-indian-states
Addressing endogeneity in state-business relations across Indian states - GOV.UK
in statebusiness relationsindian statesaddressingendogeneity
https://ideas.repec.org/p/cdl/ucsdec/qt0q43931f.html
A Comparison of Two Quantile Models With Endogeneity
Downloadable! This article studies the relationship between the two most-used quantile models with endogeneity: the instrumental variable quantile regression...
a comparisontwoquantilemodelsendogeneity
https://www.r-project.org/nosvn/R.check/r-oldrel-macos-x86_64/endogeneity-00check.html
Check results for 'endogeneity'
check resultsendogeneity
https://ideas.repec.org/a/jae/japmet/v24y2009i6p1024-1046.html
Health and work of the elderly: subjective health measures, reporting errors and endogeneity in the...
Downloadable! This paper explores the interrelation between health and work decisions of older workers. For this, two issues are of relevance. Firstly, health...
health and workof the
https://ideas.repec.org/a/taf/defpea/v30y2019i5p509-524.html
Military Expenditure, Endogeneity and Economic Growth
Downloadable (with restrictions)! While not always a concern for the general economic growth literature, the debate over the effects of military spending on...
military expenditureendogeneityeconomicgrowth
https://ideas.repec.org/p/cpd/pd2002/d6-1.html
Endogeneity and Heterogeneity in LDV Panel Data Models
Downloadable! We extend three existing cross-sectional limited dependent variable (LDV) estimators, that allow for endogenous regressors, to a panel data...
panel dataendogeneityheterogeneityldvmodels
https://www.cnb.cz/en/economic-research/research-publications/cnb-working-paper-series/EU-Enlargement-and-Endogeneity-of-some-OCA-Criteria-Evidence-from-the-CEECs-00001
EU Enlargement and Endogeneity of some OCA Criteria: Evidence from the CEECs - Czech National Bank
https://ideas.repec.org/p/ifs/cemmap/32-07.html
Unconditional quantile treatment effects under endogeneity
Downloadable! This paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is endogenous. In contrast to...
treatment effectsunconditionalquantileendogeneity
https://ideas.repec.org/p/hhs/rbnkwp/0382.html
Risk endogeneity at the lender/investor-of-last-resort
Downloadable! To what extent can a central bank influence its own balance sheet credit risks during a financial crisis through unconventional monetary policy...
the lenderriskendogeneityinvestorlast
https://ideas.repec.org/a/eee/econom/v190y2016i2p280-288.html
Endogeneity in stochastic frontier models
Downloadable (with restrictions)! Stochastic frontier models are typically estimated by maximum likelihood (MLE) or corrected ordinary least squares. The...
endogeneitystochasticfrontiermodels
https://ideas.repec.org/p/fri/fribow/fribow00479.html
Evaluating local average and quantile treatment effects under endogeneity based on instruments: a...
Downloadable! This paper provides a review of methodological advancements in the evaluation of heterogeneous treatment effect models based on instrumental...
https://ideas.repec.org/p/azt/cemmap/08-04.html
Endogeneity in quantile regression models: a control function approach
Downloadable! This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts for endogeneity...
quantile regressioncontrol functionendogeneitymodelsapproach
https://ideas.repec.org/p/mcm/deptwp/2022-01.html
Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels
Downloadable! This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and endogenous regressors. We...