Volltext herunterladen
(342.2 KB)
Zitationshinweis
Bitte beziehen Sie sich beim Zitieren dieses Dokumentes immer auf folgenden Persistent Identifier (PID):
https://nbn-resolving.org/urn:nbn:de:0168-ssoar-233149
Export für Ihre Literaturverwaltung
Excess heterogeneity, endogeneity and index restrictions
[Zeitschriftenartikel]
Abstract A discrete or continuous outcome is determined by a structural function in which the effect 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... mehr
A discrete or continuous outcome is determined by a structural function in which the effect 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 which there is local identification of measures of the relative sensitivity of the index to variations in pairs of its possibly endogenous arguments, namely ratios of partial derivatives of the index.... weniger
Klassifikation
Wirtschaftsstatistik, Ökonometrie, Wirtschaftsinformatik
Freie Schlagwörter
C10; C14; C50; C51; Control functions; Endogeneity; Identification; Index restrictions; Nonseparable models
Sprache Dokument
Englisch
Publikationsjahr
2009
Seitenangabe
S. 37-45
Zeitschriftentitel
Journal of Econometrics, 152 (2009) 1
DOI
https://doi.org/10.1016/j.jeconom.2009.02.004
Status
Postprint; begutachtet (peer reviewed)
Lizenz
PEER Licence Agreement (applicable only to documents from PEER project)