[Limdep Nlogit List] HEV & endogoneity

[William Greene]

Dear Professor Valcic. I'm afraid I have never seen a test or an estimator
for an endogenous RHS variable in an HEV model.  I could imagine
using a predicted value in the estimator, but as hugely complicated as the
HEV model is already, I wouldn't hold out much hope for a fix for the 
asymptotic covariance matrix.  Sorry I can't be more helpful.
Sincerely,
B. Greene

************************************************
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012
Ph. 212.998.0876
Fax. 212.995.4218
URL. http://www.stern.nyu.edu/~wgreene
Email. wgreene at stern.nyu.edu
************************************************

----- Original Message -----
From: Branka Valcic <ffbv at uaf.edu>
Date: Wednesday, March 22, 2006 6:13 pm
Subject: [Limdep Nlogit List] HEV & endogoneity

> Greetings,
> 
> I am running an HEV model but I suspect an endogeneity problem 
> with one 
> of my variables. Is there a way to test for endogoneity? Also, is 
> there 
> a way to fix the problem?
> 
> Thanks,
> 
> Branka
> 
> ------------------------
> Branka Valcic
> Assistant Professor
> Economics Program
> School of Management
> University of Alaska Fairbanks
> P.O. Box 756080
> Fairbanks, Alaska 99775-6080
> 
> Phone: (907) 474 2754
> Fax: (907) 474 5219
> URL: www.faculty.uaf.edu/ffbv
> -------------------------
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