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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.
|Additional Information:||publisher: Elsevier articletitle: Endogeneity bias modeling using observables journaltitle: Economics Letters articlelink: http://dx.doi.org/10.1016/j.econlet.2016.12.021 content_type: article copyright: © 2016 Elsevier B.V. All rights reserved.|
|Uncontrolled Keywords:||Endogeneity; Instrumental variables; Proxy variables|
|Subjects:||H Social Sciences > HB Economic Theory|
|Divisions:||School of Social Sciences|
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