Heterogeneous endogeneity

Ghosh, P; Grier, K; Kim, J

Kim, J (corresponding author), Univ Oklahoma, Dept Econ, 428 Cate Ctr Dr, Norman, OK 73072 USA.

STATISTICAL PAPERS, 2021; 62 (2): 847

Abstract

We define heterogeneous endogeneity as the case where a potentially endogenous regressor is endogenous for some sub-groups of the data but exogenous f......

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