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most citedEndogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference

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econ.EM2024★ 1 cited

Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference

Alexander Mayer, Dominik Wied

For binary outcome models, an endogeneity correction based on nonlinear rank-based transformations is proposed. Identification without external instruments is achieved under one of…

econ.EM2024

Quantile Granger Causality in the Presence of Instability

Alexander Mayer, Dominik Wied, Victor Troster

We propose a new framework for assessing Granger causality in quantiles in unstable environments, for a fixed quantile or over a continuum of quantile levels. Our proposed test sta…