Are Instrumental Variables Really That Instrumental? Endogeneity Resolution in Regression Models for Comparative Studies

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Tác giả: Ravi Kashyap

Ngôn ngữ: eng

Ký hiệu phân loại: 001.432 Historical method

Thông tin xuất bản: 2022

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 194795

Comment: Statistica Sinica, 32 (2022), 645-651We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable method. We show that when performing any comparative study, it is possible to measure the true change in the coefficients under a broad set of conditions. Our results hold, as long as the product of the covariance structure between the explanatory variables and the covariance between the error term and the explanatory variables are equal, within the same system at different time periods or across multiple systems at the same point in time.
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