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A new matrix statistic for the hausman endogeneity test under heteroskedasticity

Papadopoulos, Alecos - In: Econometrics : open access journal 11 (2023) 4, pp. 1-11

We derive a new matrix statistic for the Hausman test for endogeneity in cross-sectional Instrumental Variables … estimation, that incorporates heteroskedasticity in a natural way and does not use a generalized inverse. A Monte Carlo study … examines the performance of the statistic for different heteroskedasticity-robust variance estimators and different skedastic …

Persistent link: https://www.econbiz.de/10014507912

Identification of nonseparable models using instruments with small support

Torgovitsky, Alexander - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 3, pp. 1185-1197

Persistent link: https://www.econbiz.de/10011378601

Nonparametric instrumental regression with two-way fixed effects

De Monte, Enrico - In: Journal of econometric methods 13 (2024) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10014580279

Identification of multi-valued treatment effects with unobserved heterogeneity

Fusejima, Koki - In: Journal of econometrics 238 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015073826

Efficient estimation with missing data and endogeneity

Rai, Bhavna - In: Econometric reviews 42 (2023) 2, pp. 220-239

Persistent link: https://www.econbiz.de/10014305502

Governmental decentralization and corruption revisited : accounting for potential endogeneity

Choudhury, Sanchari - In: Economics letters 136 (2015), pp. 218-222

Persistent link: https://www.econbiz.de/10011436144

Advice on using heteroscedasticity based identification

Baum, Christopher F.; Lewbel, Arthur - 2019

Persistent link: https://www.econbiz.de/10012028715

Inference in instrumental variables models with heteroskedasticity and many instruments

Crudu, Federico; Mellace, Giovanni; Sándor, Zsolt - 2017

Persistent link: https://www.econbiz.de/10011853176

Weak instruments in instrumental variables regression : theory and practice

Andrews, Isaiah; Stock, James H.; Sun, Liyang - In: Annual review of economics 11 (2019), pp. 727-753

Persistent link: https://www.econbiz.de/10012623831

Inference in instrumental variables models with heteroskedasticity and many instruments

Crudu, Federico; Mellace, Giovanni; Sándor, Zsolt - 2020 - Versione aggiornata del Quaderno n. 761 novembre 2017

Persistent link: https://www.econbiz.de/10012177072

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