Results 11 to 20 of about 18,712 (234)
Choosing exogeneity assumptions in potential outcome models [PDF]
Econometrics Journal, 2022 There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of selection on ...
Matthew A. Masten, Alexandre Poirier
semanticscholar +2 more sources
A Test for Exogeneity in the Presence of Nonlinearities
The Stata Journal, 2016 We provide a command, locmtest, that implements a test for exogeneity that is robust when the true relationship between the outcome variable and a discrete potentially endogenous variable is nonlinear. This test was developed in Lochner and Moretti (2015,
Michael Babington, Javier Cano-Urbina
exaly +2 more sources
HK-DeepIV: heat-kernel geometric diagnostics and early-warning signals for curvature-induced interference in financial correlation networks [PDF]
Frontiers in Big DataFinancial correlation networks under infrastructure shocks undergo curvature-driven interference that standard estimators cannot detect. This study introduces Heat-Kernel Deep Instrumental Variables (HK-DeepIV), a geometric diagnostic and early-warning ...
Ntebogang Dinah Moroke
doaj +2 more sources
, 1979 In spite of the importance of exogeneity in econometric modeling, an unambiguous definition does not seem to have been proposed to date. This lack has not only hindered systematic discussion, it has served to confuse the connections between "casuality ...
Engle, Robert F. +5 more
openaire +2 more sources
Weak exogeneity in the financial point processes [PDF]
, 2013 This paper analyses issues related to weak exogeneity in a financial point process. We extend the Hausman test of weak exogeneity in a time series model and propose three cases in which weak exogeneity conditions will break down.
Xu, Yongdeng, Cardiff University
core +8 more sources
Linear regression with weak exogeneity [PDF]
Quantitative Economics, 2023 This paper studies linear time‐series regressions with many regressors. Weak exogeneity is the most used identifying assumption in time series. Weak exogeneity requires the structural error to have zero conditional expectation given present and past ...
A. Mikusheva, Mikkel Sølvsten
semanticscholar +1 more source
IS LONG-RUN MONETARY NEUTRAL? EVIDENCE FROM INDONESIA
Economic Journal of Emerging Markets, 2011 This paper examines the long-run monetary neutrality in Indonesia, mainly using annual time-series during 1970-2007. It uses Fisher-Seater methodology to analyze the research problems.
Arintoko Arintoko
doaj +7 more sources
Indian Journal of Dermatology, 2015 Exogenous ochronosis (EO) is a cutaneous disorder characterized by blue-black pigmentation resulting as a complication of long-term application of skin-lightening creams containing hydroquinone but may also occur due to topical contact with phenol or resorcinol in dark-skinned individuals.
Prachi A Bhattar +5 more
openaire +7 more sources
Mathematics, 2022 Strong exogeneity is an important assumption in the study of causal inference, but it is difficult to identify according to its definition. The twin network method provides a graphical model tool for analyzing the variable relationship, involving the ...
Rui Luo +4 more
doaj +1 more source