在计量经济学的Endogeneity：有助易变的估计t3.docxVIP

Endogeneity in Econometrics:Instrumental Variable Estimation Ming LU Endogeneity Omitting variable bias Simulta neity Measurement error Can we ignore the omitted variables bias? It can be satisfactory if the estimates are coupled with the di recti on of the biases for the key parameters. Can we use proxy to eliminate omitted variable bias? -Sometimes. Can FE estimation solve omitting variable problem? First differencing or fixed effects estimation eliminates time-constant variables. In addition, the panel data methods do not solve the problem of time- varying omitted variables Idea of IV Esti