Asymptotic Bias of OLS in the Presence of Reverse Causality
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More about this item
Keywords
Reverse causality; simultaneity bias.;JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-12-08 (Econometrics)
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