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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
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answer
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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 …
2
votes
1
answer
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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. …
1
vote
1
answer
73
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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 …