Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions
| Year of publication: |
2021
|
|---|---|
| Authors: | Fu, Jia-Young Michael ; Horowitz, Joel ; Parey, Matthias |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 24.2021, 1, p. 23-40
|
| Subject: | Hypothesis test | instrumental variables | quantile estimation | specificationtesting | IV-Schätzung | Instrumental variables | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
-
Fu, Jia-Young Michael, (2015)
-
Identification-robust nonparametric inference in a linear IV mode
Antoine, Bertille, (2020)
-
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph, (2020)
- More ...
-
Fu, Jia-Young Michael, (2015)
-
Blundell, Richard W., (2012)
-
Nonparametric estimation of nonseparable demand function under the Slutsky inequality restriction
Blundell, Richard W., (2017)
- More ...