On endogeneity and shape invariance in extended partially linear single index models

In this article, the usefulness of the extended generalized partially linear single-index (EGPLSI) model introduced by Xia et al. in its ability to model a flexible shape-invariant specification is elaborated. More importantly, a control function approach is proposed to address the potential endogen...

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Veröffentlicht in:	Econometric reviews 2020-04, Vol.39 (4), p.415-435
Hauptverfasser:	Gao, Jiti, Kim, Namhyun, Saart, Patrick W.
Format:	Artikel
Sprache:	eng
Schlagworte:	control function approach Econometrics Economic models Empirical analysis endogeneity Extended generalized partially linear single-index semiparametric regression models Specification Usefulness
Online-Zugang:	Volltext
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