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Exogeneity in structural equation models

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  • de Luna, Xavier
  • Johansson, Per

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  • de Luna, Xavier & Johansson, Per, 2006. "Exogeneity in structural equation models," Journal of Econometrics, Elsevier, vol. 132(2), pages 527-543, June.
    • Handle: RePEc:eee:econom:v:132:y:2006:i:2:p:527-543
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    References listed on IDEAS

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    1. White,Halbert, 1996. "Estimation, Inference and Specification Analysis," Cambridge Books, Cambridge University Press, number 9780521574464, January.
    2. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    3. Xavier de Luna & Per Johansson, 2008. "Graphical diagnostics of endogeneity," Advances in Econometrics, in: Modelling and Evaluating Treatment Effects in Econometrics, pages 147-166, Emerald Group Publishing Limited.
    4. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
    5. de Luna, Xavier & Johansson, Per, 2001. "Testing exogeneity under distributional misspecification," Working Paper Series 2001:9, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    6. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    7. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
    8. Garen, John, 1984. "The Returns to Schooling: A Selectivity Bias Approach with a Continuous Choice Variable," Econometrica, Econometric Society, vol. 52(5), pages 1199-1218, September.
    9. Garen, John, 1988. "Compensating Wage Differentials and the Endogeneity of Job Riskiness," The Review of Economics and Statistics, MIT Press, vol. 70(1), pages 9-16, February.
    10. Terza, Joseph V., 1998. "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects," Journal of Econometrics, Elsevier, vol. 84(1), pages 129-154, May.
    11. Francis Vella, 1998. "Estimating Models with Sample Selection Bias: A Survey," Journal of Human Resources, University of Wisconsin Press, vol. 33(1), pages 127-169.
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    Cited by:

    1. de Luna Xavier & Johansson Per, 2014. "Testing for the Unconfoundedness Assumption Using an Instrumental Assumption," Journal of Causal Inference, De Gruyter, vol. 2(2), pages 187-199, September.
    2. Anna Pajor, 2011. "A Bayesian Analysis of Exogeneity in Models with Latent Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(2), pages 49-73, June.
    3. Xavier de Luna & Mathias Lundin, 2014. "Sensitivity analysis of the unconfoundedness assumption with an application to an evaluation of college choice effects on earnings," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(8), pages 1767-1784, August.
    4. de Luna, Xavier & Johansson, Per, 2012. "Testing for Nonparametric Identification of Causal Effects in the Presence of a Quasi-Instrument," IZA Discussion Papers 6692, Institute of Labor Economics (IZA).

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