dependence between possibly endogenous explanatory variables and disturbances in a linear structural equation (endogeneity … parameters). We focus on second-order dependence and stress the distinction between regression and covariance endogeneity … with least-squares methods). We observe that endogeneity parameters may not be identifiable and we give the relevant …

dependence between possibly endogenous explanatory variables and disturbances in a linear structural equation (endogeneity … parameters). We focus on second-order dependence and stress the distinction between regression and covariance endogeneity … with least-square methods). We observe that endogeneity parameters may not be identifiable and we give the relevant …

dependence between possibly endogenous explanatory variables and disturbances in a linear structural equation (endogeneity … parameters). We focus on second-order dependence and stress the distinction between regression and covariance endogeneity … with least-squares methods). We observe that endogeneity parameters may not identifiable and we give the relevant …

alternative hypothesis if the endogeneity parameter is fixed. However, the bootstrap only provides a first-order approximation of … sufficient condition under which the proposed bootstrap DWH tests exhibit power under fixed endogeneity and weak instruments. The …

We focus on the classical linear simultaneous equations models and study the sensitivity to instrument endogeneity of … instrument endogeneity: (i) fixed instrument endogeneity, i.e., the parameter that controls instrument invalidity is fixed (does … not depend on the sample size); (ii) local-to-zero instrument endogeneity, i.e., this parameter goes to zero at rate [n^1 …