Endogeneity (Economics)

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Transmedia

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491_9785511073064

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High Quality Content by WIKIPEDIA articles! In an econometric model, a parameter or variable is said to be endogenous when there is a correlation between the parameter or variable and the error term. Endogeneity can arise as a result of measurement error, autoregression with autocorrelated errors, simultaneity, omitted variables, and sample selection errors. Broadly, a loop of causality between the independent and dependent variables of a model leads to endogeneity.

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High Quality Content by WIKIPEDIA articles! In an econometric model, a parameter or variable is said to be endogenous when there is a correlation between the parameter or variable and the error term. Endogeneity can arise as a result of measurement error, autoregression with autocorrelated errors, simultaneity, omitted variables, and sample selection errors. Broadly, a loop of causality between the independent and dependent variables of a model leads to endogeneity.