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Questions › Econometrics › Endogeneity, instruments and simultaneous equations

Endogeneity, instruments and simultaneous equations: previous year questions

Asked 2 times in 1 exam across 2 years. Newest first.

Practise Endogeneity, instruments and simultaneous equations, easy to hard →

  1. GATE 2023 Q48Consider the following simultaneous equations model: Yₜ = β₁+β₂Xₜ+β₃Xₜ₋₁+β₄Zₜ+μ₁ₜ (1) Zₜ = δ₁+δ₂Yₜ+δ₃Wₜ+μ₂ₜ (2) Before estimating the above model, a…
  2. GATE 2021 Q14Consider a regression model y=β₀+β x+u where the continuous variable y is regressed on a dummy variable x, which takes the value either 1 or 0.…