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We use the quasi-likelihood ratio statistic to test the hypothesis that a power transformation is ineffective. The null is not standard because a parameter is unidentified, and we can also let the power coefficient be zero for the null.
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We give two new approaches to testing conditional exogeneity. This condition ensures unconfoundedness and identification of structural effects. Our approaches permit the presence of treatment effects under the null, thereby complementing methods of Rosenbaum (1987) and Heckman and Hotz (1989).
Persistent link: https://www.econbiz.de/10008867010