OLS and IV estimation of regression models including endogenous interaction terms
We analyze a class of linear regression models including interactions of endogenous regressors and exogenous covariates. We show how to generate instrumental variables using the nonlinear functional form of the structural equation when traditional excluded instruments are unknown. We propose to use...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor and Francis Inc.
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |