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Persistent link: https://www.econbiz.de/10011549110
We develop novel regression discontinuity inferences where the binary treatment and/or continuous assignment variable may contain measurement errors. For a measurement error of the binary treatment, the standard estimator is inconsistent for the causal parameter. To solve the problem, we develop...
Persistent link: https://www.econbiz.de/10012931873
This paper considers specification testing for instrumental variables estimation in the presence of many instruments. The test proposed is a modified version of the Sargan (1958, Econometrica 26(3): 393-415) test of overidentifying restrictions. The test statistic asymptotically follows the...
Persistent link: https://www.econbiz.de/10013153414
Persistent link: https://www.econbiz.de/10003906732