论文标题
乐器变量真的那么工具吗？比较研究回归模型中的内生性解决
Are Instrumental Variables Really That Instrumental? Endogeneity Resolution in Regression Models for Comparative Studies
论文作者
论文摘要
我们为原因和何时何时在回归模型中的系数解释时不会引起偏见。该技术可以是可行的替代方法，甚至可以与仪器变量方法一起使用。我们表明，在进行任何比较研究时，可以测量在广泛条件下系数的真实变化。我们的结果成立，只要解释变量与误差项和解释变量之间的协方差结构的乘积在不同时间段或同一时间点之间的同一系统中相等。
We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable method. We show that when performing any comparative study, it is possible to measure the true change in the coefficients under a broad set of conditions. Our results hold, as long as the product of the covariance structure between the explanatory variables and the covariance between the error term and the explanatory variables are equal, within the same system at different time periods or across multiple systems at the same point in time.
