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very useful for my school work :)
2SLS 2SLS estimator 3SLS analysis apply assume asymptotic variance asymptotically normal binary response censoring Chapter coefficient compute conditional expectation conditional mean consistent estimator corner solution covariates cross section define denote density discussed distribution dummy econometrics educ effects estimator efficient elements endogenous esti estimating equation example exogenous variables explanatory variables FGLS fixed effects fixed effects estimator given GMM estimator heteroskedasticity heteroskedasticity-robust holds homoskedasticity identified implies independent instrumental variables lagged least squares linear model linear projection log likelihood logit M-estimator maximum likelihood measurement error methods nonlinear observed obtain OLS estimator omitted variables panel data panel data models parameters Poisson pooled OLS population probit model problem procedure QMLE random effects random sample rank condition reduced form regressors residuals restrictions robust sample selection score serial correlation standard errors structural test statistics Theorem tion Tobit treatment uncorrelated unobserved effect usual valid vector Wooldridge write zero
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Marianne Bertrand, Esther Duflo, Sendhil Mullainathan - 2004 - Quarterly Journal of Economics
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Daron Acemoglu, Philippe Aghion, Fabrizio Zilibotti - 2006 - Journal of the European Economic Association
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B Douglas Bernheim, Jonathan Skinner, Steven Weinberg - 2001 - American Economic Review
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