Instrument approval by the Sargan test and its consequences for coefficient estimation

DOI10.1016/j.econlet.2021.109935zbMath1469.62211OpenAlexW3166273316MaRDI QIDQ2043135

Jan F. Kiviet, Sebastian Kripfganz

Publication date: 22 July 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109935

zbMATH Keywords

simulationtest powerinstrument validitysize controlinstrument weaknessendogeneity testing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Uses Software

• kinkyreg

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• A cautionary note on tests of overidentifying restrictions
• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
• On testing overidentifying restrictions in dynamic panel data models
• Testing the impossible: identifying exclusion restrictions
• The Estimation of Economic Relationships using Instrumental Variables

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