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Druss2k
  • Member for 9 years, 10 months
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10 votes
1 answer
577 views

Luce choice axiom, question about conditional probability [closed]

8 votes
1 answer
1k views

How exactly is the sum (or mean) centering constraint for splines (also w.r.t. gam from mgcv) done?

7 votes
1 answer
577 views

Definition of "optimal" instruments

6 votes
1 answer
1k views

Looking for a OLS-Equation if one Regressor is correlated with the error

6 votes
1 answer
303 views

Question about inverse in a two-step estimator as a joint GMM-estimators approach

6 votes
1 answer
362 views

Question about a marginal distribution

6 votes
1 answer
685 views

Setting up a naive tensor product B-spline example

5 votes
1 answer
173 views

Understanding the two-stage choice paradigm

5 votes
1 answer
109 views

Question about proof for luce choice axiom w.r.t. conditional probability

5 votes
1 answer
181 views

About Identification in a 3 equation SEM

5 votes
0 answers
3k views

Why is correlation between y and $\hat{y}$ in a model with and without intercept equal?

5 votes
1 answer
2k views

When are the asymptotic variance of OLS and 2SLS equal?

5 votes
1 answer
336 views

Is there a better way to create variables with a certain correlation and one of them is heteroskedastic?

4 votes
1 answer
71 views

What does "static" in the context of a SEM mean?

4 votes
1 answer
2k views

How to solve the problem, that the scale of variables influence the gradient/optimization

4 votes
2 answers
295 views

Calculation of an "unconstrained" normal distribution (starting from a censored one)

4 votes
0 answers
1k views

How to forecast (extrapolate) within a (B-)Spline setting

3 votes
1 answer
231 views

Are variables, which linear combination results in a endogenous variable, endogenous?

3 votes
0 answers
974 views

Mixed thoughts about the Durbin-Wu-Hausman Test. Is it really feasible?

2 votes
1 answer
687 views

How do I identify this simultaneous equations model?

2 votes
1 answer
360 views

How to handle this 3 equation SEM?

2 votes
0 answers
260 views

Matrix of correlations between the residuals in a SEM fitted by R systemfit function

2 votes
0 answers
2k views

Question about Hausman-test for endogeneity with two endogenous regressors with potential heteroscedasticity

2 votes
1 answer
277 views

Question about a derivative of the 2nd-step moments in a two-step estimator as a joint GMM-estimators approach

2 votes
0 answers
1k views

Discussion about proxy- and instrument variables and endogeneity in the context of a multi equation model

2 votes
2 answers
215 views

What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$

2 votes
0 answers
124 views

How does the cubic spline basis exactly look like

1 vote
0 answers
124 views

Parameter-estimation by (B)IC minimization

1 vote
0 answers
145 views

Restricted least squares: condition is that the parameter vector is greater or equal zero [duplicate]

1 vote
0 answers
153 views

What is the meaning of McFaddens Axiom: Irrelevance of Alternative Set Effect?