Solving and Testing for Regressor-Error (in)Dependence When no Instrumental Variables are Available: With New Evidence for the Effect of Education on Income

By Peter Ebbes, M. Wedel, Ulf Böckenholt, Ton Steerneman. 2005

151 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Sociology and Political Science

View Paper: https://www.semanticscholar.org/paper/61223d10dc7f93d8cc2c80cfe79189c5919d8cbe

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Citations in the corpus

Online Shopping and Social Media: Friends or Foes? (2017, methodology): “To address other potential sources of endogeneity, we estimate Equations 7–10 using the latent instrumental variables (LIV) approach (Ebbes et al. 2005; Rutz, Bucklin, and Sonnier 2012; Rutz and Trusov 2011; Zhang, Wedel, and Pieters 2009).22 We also allow for the possibility of correlation of…”
Structural Modeling in Marketing: Review and Assessment (2006, background): “Hogan and Rigobon (2003), Ebbes et al. (2005), and Manchanda et al. (2004) develop methods that circumvent the search for observable instruments.”
Addressing Endogeneity in International Marketing Applications of Partial Least Squares Structural Equation Modeling (2018, methodology): “Ebbes et al. (2005) assume that the LIV is discrete and has at least two categories, separating the sample into L latent categories.”
Handling Endogenous Regressors by Joint Estimation Using Copulas (2012, unknown): “The normality assumption for the structural error seems reasonable and has been widely used in the literature (e.g., Villas-Boas and Winer 1999, Yang et al. 2003, Chao and Phillips 1998, Kleibergen and Zivot 2003, Rossi et al. 2005, Ebbes et al. 2005).”
When Celebrities Count: Power Distance Beliefs and Celebrity Endorsements (2018, methodology): “…Zhang, Wedel, and Pieters (2009) propose, we deal with the unconfoundedness challenge by using the latent instrumental variable approach offered by Ebbes et al. (2005).6 In summary, we enhance the moderated mediation model by incorporating correction measures with a SEM specification and…”
Aggregated, Voluntary and Mandatory Risk Disclosure Incentives: Evidence from UK FTSE All Share Companies (2013, background): “Due to the effects associated with the incorrect identifications of these instrumental variables (Ebbes et al., 2005), we therefore statistically validate our instrumental variables and then detect whether or not our data set exhibits endogeneity.”
Frugal IV alternatives to identify the parameter for an endogenous regressor (2009, methodology): “24: 446–468 (2009) DOI: 10.1002/jae However, Ebbes et al. (2005) propose to model the exogenous part as an unobserved discrete variable and the correlation between xi and 2i that causes the endogeneity is captured through the covariance 2 .”