Sections / Section 8: Applied Economics -- Elasticity, Demand, Trade / simultaneityBias

Simultaneity Bias

defprovedFoundations

Documentation

Lean 4 Proof

def simultaneityBias (covZε varZ : ℝ) : ℝ := covZε / varZ

Dependency Graph

Used by

ols_bias_magnitude ols_consistent_when_exogenous ols_upward_bias ols_downward_bias olsPlim

Location

thesis/CESProofs/Foundations/CESEstimation.lean:83

Module Section

CES Estimation Theory: Connecting Theory to Data

In the same file

fisherInfoRho cramerRaoBound logRatio olsSlope olsPlim ivRelevance ivExclusion ivEstimator withinTransform panelShareIdentity fisherInfoRho_eq_escortVariance fisherInfoRho_zero_at_symmetry cramerRao_diverges_at_symmetry logRatio_antisymmetric logRatio_zero_at_symmetry shares_are_expectations_not_sufficient ols_consistent_when_exogenous ols_upward_bias ols_downward_bias ols_bias_magnitude