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Identification and estimation of nonlinear regression models using control functions
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Gutknecht, Daniel (2012) Identification and estimation of nonlinear regression models using control functions. PhD thesis, University of Warwick.
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WRAP_THESIS_Gutknecht_2012.pdf - Submitted Version Download (977Kb) | Preview |
Official URL: http://webcat.warwick.ac.uk/record=b2583390~S1
Abstract
According to Blundell and Powell (2003), the development of strategies to identify
and estimate certain parameters or even entire functions of regression models under
endogeneity has arguably been one of the main contributions of microeconometrics
to the statistical literature. The term endogeneity, in this context, refers to a
correlation between observable regressor(s) and model unobservable(s), which can
arise for multiple reasons such as, among others, omitted variables, measurement
error, unobserved heterogeneity, or simultaneous causality. Whereas linear identification and estimation techniques to address endogeneity date back as far as 1928
(Stock and Trebbi, 2003), advances in the field of nonlinear models are much more
recent: nonlinear parametric models under endogeneity only came under investigation
during the 1970s and 1980s (e.g. Ameniya, 1974; Hansen, 1982), and it was
not until the mid 1990s that models of (partially) unknown functional form were
considered.
Item Type: | Thesis (PhD) | ||||
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Subjects: | H Social Sciences > HB Economic Theory Q Science > QA Mathematics |
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Library of Congress Subject Headings (LCSH): | Regression analysis | ||||
Official Date: | May 2012 | ||||
Dates: |
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Institution: | University of Warwick | ||||
Theses Department: | Department of Economics | ||||
Thesis Type: | PhD | ||||
Publication Status: | Unpublished | ||||
Supervisor(s)/Advisor: | Corradi, Valentina ; Arulampalam, Wiji | ||||
Sponsors: | University of Warwick. Dept. of Economics ; Economic and Social Research Council (Great Britain) (ESRC) ; Royal Economic Society (Great Britain) | ||||
Extent: | vi, 110 leaves : charts | ||||
Language: | eng |
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