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Tests for endogeneity and instrument suitability

Dhrymes, Phoebus J. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868908

Estimation of models with grouped and ungrouped data by means of "2SLS"

Dhrymes, Phoebus J. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001675360

Estimation of models with grouped and ungrouped data by means of "2SLS"

Dhrymes, Phoebus J. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002020914

Estimation of models with grouped and ungrouped data by means of "2SLS"

Dhrymes, Phoebus J.; Lleras-Muney, Adriana - In: Journal of econometrics 133 (2006) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10003354221

Tests for Endogeneity and Instrument Suitability

Dhrymes, Phoebus J. - 2003

This paper deals with two alternatives to the so-called Hausman test for the exogeneity of instruments, in the context of a model where one or more explanatory variables are possibly correlated with the structural error. These two alternatives are at least as good or better than the Hausman test...

Persistent link: https://www.econbiz.de/10014075112