2 papers
econ.EM2025
Simple Estimation of Semiparametric Models with Measurement Errors
Kirill S. Evdokimov, Andrei Zeleneev
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variabili…
econ.EM2025
Marginal Effects for Probit and Tobit with Endogeneity
Kirill S. Evdokimov, Ilze Kalnina, Andrei Zeleneev
When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In contrast to linear models, these two sources of endogeneit…