Covariate measurement and endogeneity

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 136
Issue: C
Pages: 59-63

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The effects of improving covariate measurement are investigated when the covariate is endogenous even in the absence of measurement error. Reducing measurement error can exacerbate the finite sample bias of Two-Stage Least Squares. An application reveals this is of practical importance.

Technical Details

RePEc Handle
repec:eee:ecolet:v:136:y:2015:i:c:p:59-63
Journal Field
General
Author Count
1
Added to Database
2026-01-26