Excess heterogeneity, endogeneity and index restrictions

A-Tier
Journal: Journal of Econometrics
Year: 2009
Volume: 152
Issue: 1
Pages: 37-45

Score contribution per author:

4.036 = (α=2.02 / 1 authors) × 2.0x A-tier

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

Abstract

A discrete or continuous outcome is determined by a structural function in which the effect of some variables of interest is transmitted through a scalar index. Multiple sources of stochastic variation can appear as arguments of the structural function, but not in the index. There may be endogeneity, that is observable and unobservable variables may not be independently distributed. Conditions are provided under which there is local identification of measures of the relative sensitivity of the index to variations in pairs of its possibly endogenous arguments, namely ratios of partial derivatives of the index.

Technical Details

RePEc Handle
repec:eee:econom:v:152:y:2009:i:1:p:37-45
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25