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High Dimensional Stochastic Regression with Latent Factors, Endogeneity and Nonlinearity
α-mixing dimension reduction instrument variables nonstationarity time series
2016/1/26
We consider a multivariate time series model which represents a high dimensional vector process as a sum of three terms: a linear regression of some observed regressors, a linear com-bination of some ...
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
α-mixing dimension reduction instrument variables nonstationarity time series
2016/1/25
We consider a multivariate time series model which represents a high dimensional vector process as a sum of three terms: a linear regression of some observed regressors,a linear combination of some la...
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
α-mixing, dimension reduction instrument variables nonstationarity time series
2016/1/20
We consider a multivariate time series model which represents a high dimensional vector process as a sum of three terms: a linear regression of some observed regressors,a linear combination of some la...
Quantile Models with Endogeneity
identification treatment effects structural models instrumental variables
2013/4/28
In this article, we review quantile models with endogeneity. We focus on models that achieve identification through the use of instrumental variables and discuss conditions under which partial and poi...
Health and Wages: Panel Data Estimates Considering Selection and Endogeneity
Health Wages Panel Data Considering Selection Endogeneity
2016/3/8
This paper complements previous studies on the effects of health on wages by addressing the problems of unobserved heterogeneity, sample selection, and endogeneity in one comprehensive framework. Usin...