Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
By Jeffrey M. Wooldridge. 2014
320 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/de100ca30b0816f77bb9328eb97b29c6a2f6e0eb
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Citations in the corpus
- Firm Age, Corporate Governance, and Capital Structure Choices (2018, unknown): “To address this concern, we follow Wooldridge (2014) and employ the control function approach.”
- Control Function Methods in Applied Econometrics (2015, methodology): “As noted by Wooldridge (2014), in order to use Equation 52 to consistently estimate the average partial effects, one needs to add the assumption that r2 acts as a kind of suffi cient statistic for capturing the endogeneity of y2.”
- Cooperative membership and farmers’ choice of marketing channels – Evidence from apple farmers in Shaanxi and Shandong Provinces, China (2018, methodology): “Instrumental variable (IV) estimation and control function approaches are two common methods to deal with endogeneity of strictly continuous outcome variables (Heckman, 1978; Wooldridge, 2014).”
- Limits to Green Revolution in rice in Africa: The case of Ghana (2017, methodology): “We derived the generalized residual from a first-stage probit model for improved seed use using the following formula (Imbens and Wooldridge 2007; Wooldridge 2008): 11 𝑔𝑔𝐹𝐹𝑖𝑖2 = 𝑦𝑦𝑖𝑖2𝜆𝜆(𝒁𝒁𝒊𝒊𝜷𝜷𝟐𝟐) − (1 − 𝑦𝑦𝑖𝑖2)𝜆𝜆(−𝒁𝒁𝒊𝒊𝜷𝜷𝟐𝟐) (5) where 𝑔𝑔𝐹𝐹𝑖𝑖2 is the generalized…”