Search Results

On the Ambiguous Consequences of Omitting Variables,
Giuseppe De Luca, Jan Magnus and Franco Peracchi, from Tinbergen Institute (2015)
Keywords: Omitted variables, Misspecification, Least-squares estimators, Bias, Mean squared error

A Convenient Omitted Variable Bias Formula for Treatment Effect Models,
Damian Clarke, from University Library of Munich, Germany (2018)
Keywords: Omitted variable bias; Ordinary Least Squares Regression; Treatment Effects; Difference-in-Differences.

A convenient omitted variable bias formula for treatment effect models,
Damian Clarke, in Economics Letters (2019)
Keywords: Omitted variable bias; Ordinary least squares regression; Treatment effects; Difference-in-differences;

The man of the house—How the use of household head characteristics may lead to omitted variable bias,
Kristin Kleinjans, in Economics Letters (2013)
Keywords: Household head; Gender; Household surveys; Omitted variable bias;

The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases,
Mira Farka, in Review of Financial Economics (2009)
Keywords: Monetary policy GARCH Conditional volatility Simultaneity Omitted variable bias

Omitted Variable Bias and Wartime Legacies. A Reply to Malesky and Nguyen (Journal of Comments and Replications in Economics, 2024),
Joan Barceló, in Journal of Comments and Replications in Economics (JCRE) (2024)
Keywords: Conflict, Civic engagement, Vietnam War, Historical legacies, Omitted Variable Bias

Fixed-effects versus peers: environmental valuation and omitted variable bias treatment in hedonic pricing,
Jean Dubé and Sotirios Thanos, from European Real Estate Society (ERES) (2023)
Keywords: aviation noise; Hedonic Pricing; Nearest Neighbors; Omitted Variable Bias

Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data,
P. Swamy, I-Lok Chang, Jatinder Mehta and George Tavlas, in Computational Economics (2003)
Keywords: autoregressive models, omitted-variable biases, measurement-error biases, concomitants, panel data,

Omitted-variable bias and other matters in the defense of the category adjustment model: A comment on Crawford (2019),
Sean Duffy and John Smith, in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2020)
Keywords: Judgment; Omitted-variable bias; Category adjustment model; Central tendency bias; Recency effects; Bayesian judgments;

Omitted-variable bias and other matters in the defense of the category adjustment model: A reply to Crawford (2019),
Sean Duffy and John Smith, from University Library of Munich, Germany (2019)
Keywords: judgment, omitted-variable bias, category adjustment model, central tendency bias, recency effects, Bayesian judgments

Revisiting the omitted price bias in the estimation of production functions,
González, Xulia, Saul Lach and Daniel Miles, from C.E.P.R. Discussion Papers (2022)
Keywords: Production function estimation; Unobserved prices; Omitted variable bias

Testing omitted variables in VARs,
Andrea Beccarini, in Statistical Papers (2024)
Keywords: Kalman filter, Hausman test, Omitted variable bias, Phillips curve, Price puzzle, VAR

Offensive Performance, Omitted Variables, and the Value of Speed in Baseball,
Theodore Turocy, from University Library of Munich, Germany (2003)
Keywords: Omitted variable bias, mixed strategies, equilibrium test, baseball

Omitted-variable bias in demand-regime estimations: the role of household credit and wage inequality in Brazil,
Julia Burle and Laura Barbosa de Carvalho, in Review of Keynesian Economics (2021)
Keywords: demand regimes; functional distribution of income; Brazilian inclusive growth; omitted-variable bias; distribution of wage

Airbnb pricing and term structure: A temporal analysis of omitted variable bias and repeat sales method as remedies,
Ka Shing Cheung, in Tourism Economics (2024)
Keywords: Airbnb; average daily rate index; omitted variable bias quality-adjusted repeat sales method; term structure

Bias-Adjusted Treatment Effects Under Equal Selection,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2021)
Keywords: treatment effect, omitted variable bias

Bias of OLS Estimators due to Exclusion of Relevant Variables and Inclusion of Irrelevant Variables,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2018)
Keywords: omitted variable; irrelevant variables; ordinary least squares; bias

The Impact of Omitting Promotion Variables on Simulation Experiments,
David Weiskopf, in International Journal of the Economics of Business (2000)
Keywords: Antitrust, Aids Demand, Merger Simulation, Patent Damage Simulation, Scanner Data, Omitted Variables Bias,

A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators,
Duo Qin and Yanqun Zhang, from Department of Economics, SOAS University of London, UK (2013)
Keywords: Instrumental variables, simultaneity, omitted variable bias, collinearity

Omitted Variables and Misspecified Disturbances in the Logit Model,
Jan Cramer, from Tinbergen Institute (2005)
Keywords: logit model; omitted variables; misspecification

Using Frontier Models to Mitigate Omitted Variable Bias in Hedonic Pricing Models: A Case Study for Air Quality in Bogotá, Colombia,
Fernando Carriazo, Richard Ready and James Shortle, from Universidad de los Andes, Facultad de Economía, CEDE (2011)
Keywords: hedonic pricing model, omitted variables, air quality, frontier model

A literature review of new methods in empirical asset pricing: omitted-variable and errors-in-variable bias,
Solène Collot and Tobias Hemauer, in Financial Markets and Portfolio Management (2021)
Keywords: Empirical asset pricing, Omitted factors, Errors-in-variables, Factor models, Fama–MacBeth regressions, Portfolio sorts

Omitted Variable Biases of OLS and Spatial Lag Models,
R. Kelley Pace and James LeSage, from Springer (2010)
Keywords: Explanatory Variable, Spatial Dependence, Principal Eigenvalue, Spatial Regression, Spatial Weight Matrix

Time-invariant regressors under fixed effects: Simple identification via a proxy variable,
Matěj Bělín, in Economics Letters (2020)
Keywords: Omitted variable bias; Panel data; Random effects;

Estimation and Inference in Time Series with Omitted I(1) Variables,
Gerdie Everaert, in Journal of Time Series Econometrics (2011)
Keywords: omitted variables, spurious regression, cointegration, unobserved components

Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems,
Burkhard Raunig, in Economics Bulletin (2017)
Keywords: Omitted variable, proxy variable, indicator, instrumental variable

Revisiting the omitted variables argument: Substantive vs. statistical adequacy,
Aris Spanos, in Journal of Economic Methodology (2006)
Keywords: omitted variables, bias/inconsistency, confounding, robustness, sensitivity analysis, misspecification, substantive vs. statistical adequacy, structural vs. statistical models, severe testing,

Using stochastic frontier models to mitigate omitted variable bias in hedonic pricing models: A case study for air quality in Bogotá, Colombia,
Fernando Carriazo, Richard Ready and James Shortle, in Ecological Economics (2013)
Keywords: Hedonic pricing model; Omitted variables; Air quality; Stochastic frontier model;

The Estimation of Risk Premia with Omitted Variable Bias: Evidence from China,
Jie Mao and Tianliang Xia, in Risks (2023)
Keywords: omitted factors; three-pass method; Chinese stock market

Resurgence of the endogeneity-backed instrumental variable methods,
Duo Qin, in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2015)
Keywords: endogeneity, instrumental variables, simultaneity, omitted variable bias, multicollinearity

Resurgence of instrument variable estimation and fallacy of endogeneity,
Duo Qin, from Kiel Institute for the World Economy (IfW Kiel) (2014)
Keywords: endogeneity, instrumental variables, simultaneity, omitted variable bias, multicollinearity

Time-invariant Regressors under Fixed Effects: Identification via a Proxy Variable,
Matej Belin, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2018)
Keywords: identification; model specification; omitted variable bias; panel data; variable addition;

Evaluating Eigenvector Filter Corrections for Omitted Georeferenced Variables,
Daniel Griffith, from HAL (2015)
Keywords: eigenvector spatial filter, omitted variables, RESET, spatial autocorrelation, specification error

Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics,
Erik Biorn, from Oslo University, Department of Economics (2017)
Keywords: Identification; Instrumental variables; Omitted variables; Limited information; Experimental approach

On Omitted Variable Bias and Measurement Error in Returns to Schooling Estimates,
Erik Mellander, from Research Institute of Industrial Economics (1998)
Keywords: Missing data; Proxy variables; Measurement error; Partial correlations; Simulations

Variable Slope Forecasting Methods and COVID-19 Risk,
Jonathan Leightner, Tomoo Inoue and Pierre Lafaye de Micheaux, in JRFM (2021)
Keywords: economic forecasting; omitted variable bias; regression analysis; COVID-19; spread rate

Testing for the omission of relevant variables and regime-switching misspecification,
Andrea Beccarini, in Empirical Economics (2019)
Keywords: Regime-switching estimator, Omitted variable bias, Quadratic form, Misspecification

Estimating the Value of a Statistical Life: The Importance of Omitted Variables and Publication Bias,
Orley Ashenfelter and Michael Greenstone, from Princeton University, Department of Economics, Industrial Relations Section. (2004)
Keywords: value of a statistical life, publication bias, speed limits, safety risks, value of time

Omitted budget constraint bias in discrete-choice demand models,
Martin Pesendorfer, Pasquale Schiraldi and Daniel Silva-Junior, in International Journal of Industrial Organization (2023)
Keywords: Omitted budget constraint bias; Discrete choice demand; Automobile industry;

Omitted budget constraint bias in discrete-choice demand models,
Martin Pesendorfer, Pasquale Schiraldi and Daniel Silva-Junior, from London School of Economics and Political Science, LSE Library (2023)
Keywords: omitted budget constraint bias; discrete choice demand; automobile inustry

Married with children: What remains when observable biases are removed from the reported male marriage wage premium,
Megan de Linde Leonard and T. Stanley, in Labour Economics (2015)
Keywords: Marriage premium; Wages; Productivity; Meta-regression analysis; Omitted-variable bias;

Omitted factors and spatial lags in the dependent variable,
Harry Kelejian, in Letters in Spatial and Resource Sciences (2014)
Keywords: Spatial lag in dependent variable, Omitted factor, Estimation consistency, C01, C12, C13,

Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables,
Daniel A. Griffith and Yongwan Chun, in Econometrics (2016)
Keywords: eigenvector spatial filter; omitted variables; RESET; spatial autocorrelation; specification error

RELATION BETWEEN MARKET MODEL PREDICTION ERRORS AND OMITTED VARIABLES - A METHODOLOGICAL NOTE,
Pc Jain, in Journal of Accounting Research (1986)
Keywords: Research Methodology, Market model prediction errors, Omitted variables

Small sample properties of a ridge regression estimator when there exist omitted variables,
Ryo Uemukai, in Statistical Papers (2011)
Keywords: Ridge regression, Omitted variables, Mean squared error (MSE),

Inflation persistence, structural breaks and omitted variables: a critical view,
Andrea Vaona, from USI Università della Svizzera italiana (2008)
Keywords: inflation persistence, structural breaks, omitted variables, model misspecification, serial correlation.

How do partly omitted control variables influence the averages used in meta-analysis in economics?,
Martin Paldam, from Department of Economics and Business Economics, Aarhus University (2013)
Keywords: Meta-analysis, omitted variables,meta-average

Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted,
Kazuhiro Ohtani and Alan Wan, in Statistical Papers (2009)
Keywords: Omitted variables, Pitman nearness, Stein variance estimator,

Hedonic price models with omitted variables and measurement errors: a constrained autoregression–structural equation modeling approach with application to urban Indonesia,
Yusep Suparman, Henk Folmer and Johan Oud, in Journal of Geographical Systems (2014)
Keywords: Hedonic housing price model, Panel model, Structural equation model, Constrained autoregression, Measurement error, Omitted variable bias, Urban Indonesia, C18, C33, C51, R15, R21,

Uses and abuses of statistical control variables: Ruling out or creating alternative explanations?,
Mingxiang Li, in Journal of Business Research (2021)
Keywords: Statistical control variables; Omitted variable bias; Confounding bias; Overcontrol bias; Endogenous selection bias; Directed acyclic graphs; Research methods;

Omitted Variables in Multilevel Models,
Jee-Seon Kim and Edward Frees, in Psychometrika (2006)
Keywords: hierarchical linear models, omitted effects, model specification test, fixed-effects estimators, random-effects estimators, Hausman test, unobserved heterogeneity,

The Phantom Menace of Omitted Variables,
Colin Vance and Nolan Ritter, in Conflict Management and Peace Science (2012)
Keywords: control variables; model specification; variance

Taylor rules, omitted variables, and interest rate smoothing in the US,
Efrem Castelnuovo, from University Library of Munich, Germany (2004)
Keywords: Taylor rules; Interest rate smoothing; Serial correlation; Observational equivalence; Omitted variables

Using instrumental variables to establish causality,
Sascha Becker, in IZA World of Labor (2016)
Keywords: natural experiments, quasi-natural experiments, treatment effects, local average treatment effect, omitted variable bias, reverse causality

Using instrumental variables to establish causality,
Grigory Aleksin and Sascha Becker, in IZA World of Labor
Keywords: natural experiments, quasi-natural experiments, treatment effects, local average treatment effect, omitted variable bias, reverse causality

Using Omitted Variable Bias to Assess Uncertainty in the Estimation of an AIDS Education Treatment Effect,
Sue M. Marcus, in Journal of Educational and Behavioral Statistics (1997)
Keywords: causal inference; hidden bias; observational study; sensitivity analysis

Estimation of Hedonic Single-Family House Price Function Considering Neighborhood Effect Variables,
Chihiro Shimizu, in Sustainability (2014)
Keywords: hedonic model; identification; omitted variable bias; neighborhood effect; geographic information system

Addressing the joint occurrence of self-selection and simultaneity biases in the estimation of program effects based on cross-sectional observational surveys: case study of travel behavior effects in carsharing,
Gouri Shankar Mishra, Patricia Mokhtarian, Regina R. Clewlow and Keith F. Widaman, in Transportation (2019)
Keywords: Future mobility, Program evaluation, Omitted variable bias, Treatment effects, Vehicle ownership, Selection on unobservables, Emerging mobility, Sustainability

The Phantom Menace of Omitted Variables – A Comment,
Nolan Ritter and Colin Vance, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2011)
Keywords: Control variables, variance, model specification, Control variables, variance, model specification

The Phantom Menace of Omitted Variables. A Comment,
Colin Vance and Nolan Ritter, in EconStor Open Access Articles and Book Chapters (2012)
Keywords: control variables, model specification, variance

Biases in Bias Elicitation,
Giancarlo Manzi and Martin Forster, from Department of Economics, University of York (2012)
Keywords: bias reduction, expert elicitation, elicitation scales, omitted cariable bias

Unobservable or omitted production variables in data envelopment analysis through unit-specific production trade-offs,
Martin Bod’a, Martin Dlouhý and Emília Zimková, in Central European Journal of Operations Research (2018)
Keywords: Unobservable/omitted production variables, Weight restriction on virtual variables, Unit-specific production trade-off, Slacks-based measure model, Bank branch performance measurement

The Relative Importance of Political and Economic Variables in Creditworthiness Ratings,
International Monetary Fund, from International Monetary Fund (1998)
Keywords: WP;rating;country;EIU ratings regression;government; Credit ratings; creditworthiness; country creditworthiness rating; rating agency; omitted variables bias; dependant variable; Treasury bills and bonds; Current account; Export performance; Global

Omitted variable bias and hospital costs,
Pierre-Yves Cremieux and Pierre Ouellette, in Journal of Health Economics (2001)

Bounding Sets for Treatment Effects with Proportional Selection,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2021)
Keywords: treatment effect, omitted variable bias

Using Variable Slope Total Derivative Estimations to Pick between and Improve Macro Models,
Jonathan Leightner, in JRFM (2022)
Keywords: omitted variables bias; total derivatives; choosing between macro models; global glut of savings; Keynesian model; government multipliers; money supply multipliers; export multipliers; production expanding investment; investment to own or rent

More Phantom Than Menace1,
Kevin A. Clarke, in Conflict Management and Peace Science (2012)
Keywords: control variables; model specification; omitted variable bias

The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012),
Cameron McIntosh, in Quality & Quantity: International Journal of Methodology (2014)
Keywords: Omitted variable bias, Endogeneity, Instrumental variable,

Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction,
Hang Qian, from University Library of Munich, Germany (2011)
Keywords: Monotone instrumental variables; Bootstrap; Bias correction

On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment,
Burkhard Raunig, in Econometrics (2017)
Keywords: causal inference; instrumental variable; omitted variable; structural model

Omitted variable bias in the link between planning and performance,
Kirk C. Heriot, Noel D. Campbell and R. Zachary Finney, in New England Journal of Entrepreneurship (2004)

Reexamining Criminal Behavior: The Importance of Omitted Variable Bias,
David Mustard, in The Review of Economics and Statistics (2003)

Evidence on omitted variable bias in earnings equations,
Peter Griffin and Philip Ganderton, in Economics of Education Review (1996)

Bias correction through filtering omitted variables and instruments,
Andrea Beccarini, in Journal of Applied Statistics (2016)

Formal Covariate Benchmarking to Bound Omitted Variable Bias,
Deepankar Basu, from arXiv.org (2023)

Assessing Omitted Variable Bias when the Controls are Endogenous,
Paul Diegert, Matthew Masten and Alexandre Poirier, from arXiv.org (2023)

Yet another look at the omitted variable bias,
Masayuki Hirukawa, Irina Murtazashvili and Artem Prokhorov, in Econometric Reviews (2023)

Making sense of sensitivity: extending omitted variable bias,
Carlos Cinelli and Chad Hazlett, in Journal of the Royal Statistical Society Series B (2020)

Omitted variable bias and cross section regression,
Thomas M. Stoker, from Massachusetts Institute of Technology (MIT), Sloan School of Management (1983)
Keywords: HD28 .M414 no.1460-, 83, Regression analysis,

Letís Take the Bias Out of Econometrics,
Duo Qin, from Department of Economics, SOAS University of London, UK (2015)
Keywords: simultaneity, omitted variable, self-selection, multicollinearity, consistency, causal model, conditioning

All In The Family: Family, Income, And Labor Force Attachment,
Janet Netz and Jon Haveman, in Feminist Economics (1999)
Keywords: Labor Force Participation, Omitted Variable Bias,

Estimating Bargaining Power in Real Estate Pricing Models: Conceptual and Empirical Issues,
Steven B Caudill and Franklin Mixon, in JRFM (2020)
Keywords: bargaining power; omitted variables bias; hedonic regression

Can Institutional Transplants Work? A Reassessment of the Evidence from Nineteenth-Century Prussia,
Jeremy Edwards, from CESifo (2021)
Keywords: institutional reform, regional effects, omitted variable bias

Inequality of Opportunity in Brazil: A Corrigendum,
François Bourguignon, Francisco Ferreira and Marta Menéndez, from HAL (2013)
Keywords: Brazil,Inequality of opportunities,Omitted variable bias

Inequality of Opportunity in Brazil: A Corrigendum,
François Bourguignon, Francisco Ferreira and Marta Menéndez, from HAL (2013)
Keywords: Brazil,Inequality of opportunities,Omitted variable bias

Under-specified Models and Detection of Discrimination: A Case Study of Mortgage Lending,
Jason Dietrich, in The Journal of Real Estate Finance and Economics (2005)
Keywords: mortgage lending, discrimination, omitted variable bias,

Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models,
Timothy Dombrowski, R. Kelley Pace and Junbo Wang, in The Journal of Real Estate Finance and Economics (2024)
Keywords: Mortgage default, Ridge regression, Omitted variable bias

On the inconclusive effect of human capital on growth: A new look at extended specifications,
Dimitar Eftimoski, in Economic Analysis and Policy (2022)
Keywords: Human capital; Economic growth; Omitted variable bias;

Decomposing Trust,
Dirk Engelmann, Jana Friedrichsen, Roel van Veldhuizen, Pauline Vorjohann and Joachim Winter, from CRC TRR 190 Rationality and Competition (2023)
Keywords: trust; omitted-variable bias; measurement error;

The confounding effect of cost stickiness on conservatism estimates,
Rajiv D. Banker, Sudipta Basu, Dmitri Byzalov and Janice Y.S. Chen, in Journal of Accounting and Economics (2016)
Keywords: Timely loss recognition; Omitted variable bias; Overinvestment;