Estimating the Effects of Credit Constraints on Productivity of Peruvian Agriculture
This paper proposes an estimator for the endogenous switching regression models with fixed effects. The estimator allows for endogenous selection and for conditional heteroscedasticity in the outcome equation. Applying the estimator to a dataset on the productivity in agriculture substantially chang...
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| Format: | eBook |
| Language: | English |
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Washington, D.C
The World Bank
2013
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| Collection: | World Bank E-Library Archive - Collection details see MPG.ReNa |
| Summary: | This paper proposes an estimator for the endogenous switching regression models with fixed effects. The estimator allows for endogenous selection and for conditional heteroscedasticity in the outcome equation. Applying the estimator to a dataset on the productivity in agriculture substantially changes the conclusions compared to earlier analysis of the same dataset. This paper proposes an estimator for the endogenous switching re-gression models with fixed effects. The estimator allows for endogenous selection and for conditional heteroscedasticity in the outcome equation. Applying the estimator to a dataset on the productivity in agriculture substantially changes the conclusions compared to earlier analysis of the same dataset |
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| Physical Description: | 19 p |