INVESTIGADORES
MONTES ROJAS Gabriel Victorio
artículos
Título:
Endogeneity bias modeling using observables
Autor/es:
GALVAO, ANTONIO F.; MONTES-ROJAS, GABRIEL; SONG, SUYONG
Revista:
ECONOMICS LETTERS
Editorial:
NORTH-HOLLAND
Referencias:
Año: 2017 vol. 152 p. 41 - 45
ISSN:
0165-1765
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.
