Testing endogeneity with high dimensional covariates
Zijian Guo, Hyunseung Kang, T. Tony Cai, Dylan S. Small
| Year of publication: |
2018
|
|---|---|
| Authors: | Guo, Zijian ; Kang, Hyunseung ; Cai, T. Tony ; Small, Dylan S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 1, p. 175-187
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| Subject: | Durbin-Wu-Hausman test | Endogeneity test | High dimensions | Instrumental variable | Invalid instruments | Power function | IV-Schätzung | Instrumental variables | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116193