latter two variables are jointly equal to zero. A brief simulation study illustrates the finite sample properties of the test. …

Evans (1998), a prominent natural “natural experiment” in the sense of Rosenzweig and Wolpin (2000). The sex ratio of the …

models with endogeneity. We demonstrate that the IV assumptions required for the identification of the local average …

endogeneity and threshold effects without relying on instrumentation of the covariates. The threshold effect test extends …This paper studies estimation and specification testing in threshold regression with endogeneity. Three key results … and improving efficiency for the threshold point. Specification tests are developed to test for the presence of …

nonparametric specification test for the constancy of the functional coefficients, study its asymptotic properties under the null … and test statistic. As an empirical illustration of our theoretical results, we present the estimation of quantile Engel …

We derive a new matrix statistic for the Hausman test for endogeneity in cross-sectional Instrumental Variables … statistic from the augmented regression setup that is often used for the endogeneity test, and we find that the choice between … situations. We find that the test statistic performs well as regards empirical size in almost all cases; however, as regards …

endogeneity and attrition/non-response bias, using two instrumental variables. Making use of a discrete instrument for the … as the total population and suggest non- and semiparametric estimators. We apply the latter to a randomized experiment at …