{"id":"https://openalex.org/W4391405977","doi":"https://doi.org/10.2139/ssrn.4711662","title":"Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas","display_name":"Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4391405977","doi":"https://doi.org/10.2139/ssrn.4711662"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.4711662","doi":"https://doi.org/10.2139/ssrn.4711662","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.4711662","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.4711662","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5041105331","display_name":"Seyed Morteza Emadi","orcid":"https://orcid.org/0000-0002-4571-730X","observed_orcids":["https://orcid.org/0000-0002-4571-730X"]},"institutions":[{"id":"https://openalex.org/I114027177","display_name":"University of North Carolina at Chapel Hill","ror":"https://ror.org/0130frc33","country_code":"US","type":"education","lineage":["https://openalex.org/I114027177"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Seyed Morteza Emadi","raw_affiliation_strings":["University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, McColl Building, Chapel Hill, NC 27599-3490, United States","University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, McColl Building, Chapel Hill, NC 27599-3490, United States","institution_ids":["https://openalex.org/I114027177"]},{"raw_affiliation_string":"University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School","institution_ids":["https://openalex.org/I114027177"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5041105331"],"corresponding_institution_ids":["https://openalex.org/I114027177"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10845","display_name":"Advanced Causal Inference Techniques","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10845","display_name":"Advanced Causal Inference Techniques","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.003100000089034438,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.002400000113993883,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/endogeneity-testing","display_name":"endogeneity testing","score":0.7720000147819519},{"id":"https://openalex.org/keywords/instrumental-variables","display_name":"instrumental variables","score":0.6290000081062317},{"id":"https://openalex.org/keywords/gaussian-copula","display_name":"Gaussian copula","score":0.7680000066757202},{"id":"https://openalex.org/keywords/wald-test","display_name":"Wald test","score":0.9110000133514404},{"id":"https://openalex.org/keywords/reduced-form-equations","display_name":"reduced form equations","score":0.640999972820282},{"id":"https://openalex.org/keywords/endogenous-regressors","display_name":"endogenous regressors","score":0.824999988079071},{"id":"https://openalex.org/keywords/two-stage-least-squares","display_name":"two-stage least squares","score":0.7379999756813049},{"id":"https://openalex.org/keywords/length-of-education","display_name":"length of education","score":0.8140000104904175}],"concepts":[{"id":"https://openalex.org/C610760","wikidata":"https://www.wikidata.org/wiki/Q1340706","display_name":"Endogeneity","level":2,"score":0.8218344449996948},{"id":"https://openalex.org/C162144332","wikidata":"https://www.wikidata.org/wiki/Q1665305","display_name":"Instrumental variable","level":2,"score":0.771405041217804},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6899675726890564},{"id":"https://openalex.org/C48921125","wikidata":"https://www.wikidata.org/wiki/Q10861030","display_name":"Linear regression","level":2,"score":0.5400860905647278},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5106571316719055},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.48733052611351013},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.4806757867336273},{"id":"https://openalex.org/C64946054","wikidata":"https://www.wikidata.org/wiki/Q4874476","display_name":"Bayesian multivariate linear regression","level":3,"score":0.47407713532447815},{"id":"https://openalex.org/C83546350","wikidata":"https://www.wikidata.org/wiki/Q1139051","display_name":"Regression","level":2,"score":0.4511033594608307},{"id":"https://openalex.org/C27574286","wikidata":"https://www.wikidata.org/wiki/Q320723","display_name":"Variables","level":2,"score":0.42974555492401123}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.2139/ssrn.4711662","doi":"https://doi.org/10.2139/ssrn.4711662","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.4711662","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:arx:papers:2401.15253","doi":null,"is_oa":false,"landing_page_url":"http://arxiv.org/pdf/2401.15253","pdf_url":"http://arxiv.org/pdf/2401.15253","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:arXiv.org:2401.15253","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/2401.15253","pdf_url":"https://arxiv.org/pdf/2401.15253","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2401.15253","doi":"https://doi.org/10.48550/arxiv.2401.15253","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2401.15253","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.2139/ssrn.4711662","doi":"https://doi.org/10.2139/ssrn.4711662","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.4711662","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4391405977.pdf","grobid_xml":"https://content.openalex.org/works/W4391405977.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4416227657","https://openalex.org/W2120784681","https://openalex.org/W7099651539","https://openalex.org/W2767759055","https://openalex.org/W2098898441","https://openalex.org/W7098202259","https://openalex.org/W7099043476","https://openalex.org/W7139978582","https://openalex.org/W2148048200","https://openalex.org/W2065314067"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2024-02-01T00:00:00"}
