Proxy-variable search procedure
Posted: Wed Sep 16, 2009 6:00 pm
# Description: this program runs a proxy-variable search procedure between those variables pre-specified by the researcher as possible proxies for the focused theoretical variables. To do this it runs a sensitivity analysis, adapted from Sala-i-Martin (1997) that calculates confidence probabilities in the choice of each possible measure as a proxy for the theoretical variable.
# Data type: cross-section and panel.
The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works
# Data type: cross-section and panel.
The code is available at:
http://sites.google.com/site/jkgeconoen ... ical-works