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Econometrics is the application of statistical methods to economic data for various purposes such as of testing hypotheses, infering causal relationships and forecasting future trends. Only use this tag for questions relating to the theoretical aspect of an econometric technique.

2 votes
1 answer
97 views

Regression Optimization problem under constraints

To estimate a simple linear regression: $$ y = \beta_0 + \beta_1 x + \epsilon $$ I have the assumptions that a researcher $A$ can only sample individuals with a value $y < y^A$. Similarly, a researche …
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2 votes
1 answer
67 views

Cross-section experiment with Differences-in-Diffrences estimation [closed]

I am trying to answer the following question related to econometrics: We have a sample consisting of a cross-section of individuals in 2016 plus another cross-section of different individuals in 2018. …
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  • 155
1 vote
1 answer
73 views

Is exogeneity guaranteed for a lottery-generated instrumental variable?

If using $z$ as an instrument for $x$, to study the effect $x$ has on $y$ and given that $z$ was indeed generated through a lottery, is it definite that exogeneity of $z$ will hold? I have looked at t …
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