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Finding Exogenous Variation in Data [article]

Eliot Abrams, George Gui, Ali Hortacsu
2018 arXiv   pre-print
We demonstrate that our method recovers exogenous observations in simulation and can be used to find pricing experiments hidden in grocery store scanner data.  ...  We reconsider the classic problem of recovering exogenous variation from an endogenous regressor.  ...  It recovers exogenous observations in simulation and can be used to find pricing experiments hidden in retail scanner data.  ... 
arXiv:1704.07787v3 fatcat:l6n3exnxavfgpcjrkpwcf5opoi

Page 1273 of The Journal of Business Vol. 79, Issue 3 [page]

2006 The Journal of Business  
Depending on which performance measure is used, we find evidence of out-of-sample predictability in approximately 8%-—22% of the exogenous combinations for data set 1, 53%-78% of the exogenous combinations  ...  In table 3, there are large variations in predictability across variable groups, in-sample window lengths, data sets, and performance measures.  ... 

Labor-market volatility in a matching model with worker heterogeneity and endogenous separations

Andri Chassamboulli
2013 Labour Economics  
A general shortcoming of the models that incorporate variation in the separation rate is that they predict a countercyclical vacancy rate, which is at odds with the data.  ...  For reasonable amounts of variation in the separation rate, the model can generate sufficiently large variation in the unemployment rate and much higher volatility in the vacancy rate than implied by models  ...  exogenous variation in the separation rate.  ... 
doi:10.1016/j.labeco.2013.08.010 fatcat:rhlh2onnjfernbqvg2d2efhquq

The self-medication hypothesis: Evidence from terrorism and cigarette accessibility

Michael F. Pesko, Christopher F. Baum
2016 Economics and Human Biology  
In the absence of accounting for endogeneity, we find that smoking is associated with increases in short-term stress.  ...  However, when we account for endogeneity we find no evidence of smoking affecting short-term stress. We do find a consistent positive effect of short-term stress on smoking.  ...  A study by Barnes and Smith (2009) uses longitudinal data in an instrumental variable (IV) model, exploiting geographic variation in local labor market conditions as a source of exogenous variation,  ... 
doi:10.1016/j.ehb.2016.03.007 pmid:27037500 fatcat:bdmbmw63zjdzbgggu5ye7otzry

Oxytocin in Pregnancy and the Postpartum: Relations to Labor and Its Management

Marie Prevost, Phyllis Zelkowitz, Togas Tulandi, Barbara Hayton, Nancy Feeley, C. Sue Carter, Lawrence Joseph, Hossein Pournajafi-Nazarloo, Erin Yong Ping, Haim Abenhaim, Ian Gold
2014 Frontiers in Public Health  
The purpose of this study was to examine variations in endogenous oxytocin levels in pregnancy and postpartum state. We also explored the associations between delivery variables and oxytocin levels.  ...  Socio-demographic data were collected at each time point and medical files were consulted for delivery details.  ...  ACKNOWLEDGMENTS The study was supported by a CIHR Emerging Team Grant in Perinatal Mental Health.  ... 
doi:10.3389/fpubh.2014.00001 pmid:24479112 pmcid:PMC3902863 fatcat:7526f5c42jfyhmdesa552k6lai

Identification with Models and Exogenous Data Variation

R. Jay Kahn
2016 Social Science Research Network  
Identification means forming a unique mapping from features of data to quantities that are of interest to economists. Establishing causality is synonymous with finding sources of exogenous variation.  ...  However, exogenous variation is only sometimes necessary and never sufficient to identify economically interesting parameters.  ...  Second, finding exogenous variation in a variable is never sufficient for identification of an economically interesting parameter, and for some questions, exogenous variation may not be necessary.  ... 
doi:10.2139/ssrn.2803263 fatcat:stzgs5sb3fbobma4lcdnryjxuq

Labor-market Volatility in Matching Models with Endogenous Separations

Dale Mortensen, Éva Nagypál
2007 The Scandinavian Journal of Economics  
We show that whether aggregate productivity shocks have a larger effect on the vacancy-unemployment ratio than in a model with exogenous separations depends on whether worker productivity stochastically  ...  We also show that the cleansing effect introduced by allowing for endogenous separations can help in reconciling the model with observed fluctuations in the unemployment rate, but not with those in the  ...  promising in the sense that it also explains unemployment variability more through variation in the job-finding rate than through variation in the separation rate, in line with the data.  ... 
doi:10.1111/j.1467-9442.2007.00515.x fatcat:iyb655r6yrclzaduodgh66lidy

Does Diversification Destroy Value? Evidence From Industry Shocks

Owen A. Lamont, Christopher K. Polk
2000 Social Science Research Network  
Since firms endogenously choose to diversify, exogenous variation in diversification is necessary in order to draw inferences about the causal effect.  ...  We find that exogenous changes in diversity, due to changes in industry investment, are negatively related to firm value.  ...  , most (80 percent) of the variation in diversity change is due to exogenous industry shocks.  ... 
doi:10.2139/ssrn.236139 fatcat:c7axfbncbjbxdlzwbnhnzg6ytu

Does diversification destroy value? Evidence from the industry shocks

Owen A. Lamont, Christopher Polk
2002 Journal of Financial Economics  
Since firms endogenously choose to diversify, exogenous variation in diversification is necessary in order to draw inferences about the causal effect.  ...  We find that exogenous changes in diversity, due to changes in industry investment, are negatively related to firm value.  ...  , most (80 percent) of the variation in diversity change is due to exogenous industry shocks.  ... 
doi:10.1016/s0304-405x(01)00089-7 fatcat:wi2nnjw3bnf6jiutxp2er654oy

Page 112 of Economic Development and Cultural Change Vol. 63, Issue 1 [page]

2014 Economic Development and Cultural Change  
In this case, part of the variation in educational rank is driven by the exogenous variation in school supply within a district, and thus rank captures part of the exogenous variation of interest that  ...  rank of the mother absorbs more of the exogenous variation in education.  ... 

On price exogeneity in complete demand systems

Camille Bronsard, Lise Salvas-Bronsard
1984 Journal of Econometrics  
in many experiments with American and Canadian data.  ...  In this paper, we introduce some explicit price adjustment process and test the assumption of exogeneity of prices.  ...  'Prices are exogenous in the largest part of the literature on complete demand systems [see Barten (1977) for an excellent survey of this literature], but we find some models where quantities are exogenous  ... 
doi:10.1016/0304-4076(84)90051-4 fatcat:viblilal6rdx7mgqtezpxw2qoy

Forecasting Tourist Visit Using the Vector Autoregressive Exogenous Method (VARX)

Erni Muschilati, Nursyiva Irsalinda
2020 Konvergensi  
Region of Yogyakarta (DIY). in the form of tourist visit data in the Special Region of Yogyakarta (DIY).  ...  The results obtained indicate that the effect calendar variable that affects tourist visitor data in DIY is at Christmas.  ...  To find out whether the data is stationary in the variant, it can be seen from the lambda value (λ) or the rounded value of the Cox Box transformation.  ... 
doi:10.26555/konvergensi.v7i2.19608 fatcat:ahfedq7edngxjf4vh57row3lgy

Accounting for Primary and Secondary Demand Effects with Aggregate Data

Harikesh Nair, Jean-Pierre Dubé, Pradeep Chintagunta
2005 Marketing science (Providence, R.I.)  
We report results from additional simulation studies and robustness checks related to the proposed model in this technical appendix.  ...  Study 2 assesses the importance of stock-piling considerations for our data using household data for the refrigerated juice category.  ...  Stock-piling and inventories In our implementation, we assume that variation in quantity choices reflects variation in consumption.  ... 
doi:10.1287/mksc.1040.0101 fatcat:jhgilfcmefhbtdtvop6m4vhcvu

On the unity between observational and experimental causal discovery

Jiji Zhang
2021 THEORIA : an International Journal for Theory, History and Fundations of Science  
that actually happen in the data generating process.  ...  Like experimental causal discovery, observational causal discovery also relies on interventions (or exogenous variations, to be more accurate), albeit interventions that are not carried out by investigators  ...  interventions or exogenous variations in the data generating process.  ... 
doi:10.1387/theoria.22691 fatcat:ywzw7mj2hbanvo6cskzrn5ghki

Promises, Expectations & Causation

Giovanni Di Bartolomeo, Martin Dufwenberg, Stefano Papa, Francesco Passarelli
2018 Games and Economic Behavior  
The overall picture is incomplete though, as no study disentangles effects in a design that provides exogenous variation of both (the key features of) promises and beliefs.  ...  Vanberg (2008) and Ederer & Stremitzer (2017) provide causal evidence in favor of, respectively, an intrinsic preference for keeping one's word and Charness & Dufwenberg's (2006) expectations-based account  ...  Even if he did, such data would in part suffer from the same problem as in C&D: variation in expectations would not be exogenously induced. 4 Ederer & Stremitzer (2017) (E&S) propose a novel design,  ... 
doi:10.1016/j.geb.2018.07.009 fatcat:j54r635blfcxjp356uvqjld64e
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