Fonction de contrôle Bibliographie | Notes et références | Menu de navigation10.3368/jhr.50.2.420pdf

Économétrie


économétriestatistiqueJames Heckmanbiais de sélection




En économétrie et en statistique, une fonction de contrôle est une méthode permettant de contrôlant de l'endogénéité. Par exemple, la méthode développée par James Heckman pour corriger le biais de sélection est apparentée à une méthode à fonction de contrôle.



Bibliographie |


  • Jeffrey M. Wooldridge, « Control Function Methods in Applied Econometrics », The Journal of Human Resources, vol. 50, no 2,‎ 2015, p. 420-445 (DOI 10.3368/jhr.50.2.420)


  • Guido Imbens et Jeffrey Wooldridge, « Lecture 6 : Control functions and related methods » in What's new in econometrics, NBER, 2009, pdf


Notes et références |




  • Portail des probabilités et de la statistique
  • Portail de l’économie

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