Testing for causal e ffects in a generalized regression model with endogenous regressors
A unifying framework to test for causal effects in nonlinear models is proposed. We consider a generalized linear-index regression model with endogenous regressors and no parametric assumptions on the error disturbances. To test the significance of the effect of an endogenous regressor, we propose a...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
The Econometric Society
2012
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| Online Access: | http://hdl.handle.net/1721.1/73135 https://orcid.org/0000-0002-5433-9435 |