jsguliang 发表于 2009-8-12 10:30 
关于内生性的定义,微观经济学和计量积极学从不同的角度给与定义,即使对于计量经济学,教材对于此定义也是各有千秋,楼主是在是糊涂,究竟何为内生性,请各位大侠指点?
虽然论坛上已有关于该话题讨论,大多未深入探讨!更有迷惑!
A variable is said to be endogenous when there is a correlation between the variable and theerror term. Endogeneity can arise as a result of sample selection, measurement errors, simultaneity, and omittedvariables, etc. All of them are addressed in Greene's Econometric Analysis.