The ENDOGENOUS statement specifies that P is an endogenous regressor for which first-stage predicted values are substituted. You only need to declare an endogenous variable in the ENDOGENOUS statement ...

Learn the differences between endogenous and exogenous variables, how to test and deal with endogeneity in microeconometric analysis.

The ENDOGENOUS statement declares the jointly dependent variables that are projected in the first-stage regression through the instrument variables. The ENDOGENOUS statement is not needed for the SUR, ...

This Working Paper is an update of Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative This paper is concerned with inference ...

This paper considers tests of the parameter on an endogenous variable in an instrumental variables regression model. The focus is on determining tests that have some optimal power properties.

As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This note returns to the topic of endogeneity, explaining how a predictor variable can be ...

About this issue Abstract and details The classic recursive bivariate probit model is of particular interest to researchers since it allows for the estimation of the treatment effect that a binary ...