Robuta

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...