A location model with an endogenous dummy variable

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 195
Issue: C

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

Abstract

In this note, we consider a location model with an unobserved endogenous dummy variable without regressors and without instrumental variables. We show that it is possible to estimate the location parameter under regularity assumptions. One of these assumptions is a symmetry assumption on the error. However, a lower bound to the asymptotic variance is derived that shows that estimators of the model will inherently possess an extremely large asymptotic variance under sensible assumptions on the error term.

Technical Details

RePEc Handle
repec:eee:ecolet:v:195:y:2020:i:c:s0165176520302871
Journal Field
General
Author Count
1
Added to Database
2026-01-25