When is it really justifiable to ignore explanatory variable endogeneity in a regression model?

DOI10.1016/j.econlet.2016.06.021zbMath1400.62080OpenAlexW2507545797MaRDI QIDQ1670195

Jan F. Kiviet

Publication date: 5 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://www3.ntu.edu.sg/hss2/egc/wp/2016/2016-07.pdf

zbMATH Keywords

sensitivity analysisasymptotic expansionsleast-squaressimultaneitygrowth regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (2)

Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* ⋮ Testing the impossible: identifying exclusion restrictions

Cites Work

• Unnamed Item
• When is it justifiable to ignore explanatory variable endogeneity in a regression model?
• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
• Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
• A Contribution to the Empirics of Economic Growth

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