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    Endogeneity

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    0005050.pdf (1.417Mb)
    Date Issued
    2011
    Author
    Başer, Erdem
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    Please cite this item using this persistent URL
    http://hdl.handle.net/11693/15202
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    • Dept. of Economics - Master's degree [277]
    Advisor
    Özcan, Kıvılcım Metin
    Publisher
    Bilkent University
    Abstract
    One of the core issues in the econometrics literature is the endogeneity problem. Endogeneity occurs when observed variables are correlated with unobserved factors. Endogeneity can arise as a result of measurement error, autoregression with autocorrelated errors, simultaneity and omitted variables. And, there are many methods such as instrumental variable, BLP, control function and maximum likelihood approaches improved in order to overcome this issue. In this study, the issue of endogeneity will be presented and the tests to identify and the methods to solve the problem will be analyzed.

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    BİLKENT UNIVERSITY

    Copyright © Bilkent University - Library Technical Services | 06800 Bilkent, Ankara TURKEY
    If you have trouble accessing this page and need to request an alternate format, contact the webmaster. Phone: (312) 290 1771

    Contact Us | Send Feedback | Off-Campus Access