Testing for Causal Effects in a Generalized Regression Model With Endogenous Regressors
Testing for Causal Effects in a Generalized Regression Model With Endogenous Regressors
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Publisher
Oxford, UK: Blackwell Publishing Ltd
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Language
English
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Publisher
Oxford, UK: Blackwell Publishing Ltd
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Contents
A unifying framework to test for causal effects in nonlinear models is proposed. We consider a generalized linear-index regression model with endogenous regressors and no parametric assumptions on the error disturbances. To test the significance of the effect of an endogenous regressor, we propose a statistic that is a kernel-weighted version of th...
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Full title
Testing for Causal Effects in a Generalized Regression Model With Endogenous Regressors
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TN_cdi_proquest_miscellaneous_1011850121
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_1011850121
Other Identifiers
ISSN
0012-9682
E-ISSN
1468-0262
DOI
10.3982/ECTA7133
