Results 121 to 130 of about 18,712 (234)

Testing for exogeneity in nonlinear threshold models

, 2004
Most work in the area of nonlinear econometric modelling is based on a single equation and assumes exogeneity of the explanatory variables. Recently, work by Caner and Hansen (2003) and Psaradakis, Sola, and Spagnolo (2004) has considered the possibility
Kapetanios, George
core  

Household financial management behavior and catastrophic health expenditure risk in rural China: the moderating role of health insurance coverage. [PDF]

Front Public Health
Cheng Q.
europepmc   +1 more source

Weak Exogeneity in Overreduced Sequential Models

In a formal statistical framework we examine the consequences of misspecifing sequential econometric models for their weak exogeneity properties. Modelling is viewed as a reduction sequence and the Bayesian paradigm is adopted.
Mark F. J. STEEL
core  

Exogeneity and Superexogeneity: A No-tear Perspective

, 2000
There is hardly a concept in econometrics that is more enigmatic and controvertial than that of exogeneity. This report|an edited excerpt from (Pearl 2000)|claims that exogeneity is a rather simple concept, readily de nable in terms of standard ...
Judea Pearl
core  

Exogeneity, cointegration, and economic policy analysis

This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general;
Neil R. Ericsson, Grayham E. Mizon, David F. Hendry   +2 more
core  

Effect of Active Follow-Up on Viral Load Suppression among People Living with HIV on Intensive Adherence Counseling in Uganda: An Instrumental Variable Analysis. [PDF]

Am J Trop Med Hyg
Izudi J, Okot SP, Komakech A, Bajunirwe F.   +3 more
europepmc   +1 more source

Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis

, 2014
Halbert L. White, Davide Pettenuzzo
semanticscholar   +1 more source

A Practical Guide to Endogeneity Correction Using Copulas. [PDF]

J Mark
Qian Y, Koschmann A, Xie H.
europepmc   +1 more source

Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics

, 2014
Mehmet Caner
semanticscholar   +1 more source

Influence of Environmental Practices on Sustainable Development of the Sub-Saharan African Countries. [PDF]

Open Res Afr
C N Mbugua J, Tirimba Ondabu I, Ochogo Sporta F.   +2 more
europepmc   +1 more source