On a generalization of the test of endogeneity in a two stage least squares estimation

DOI10.1080/02664763.2020.1837084OpenAlexW3096896379MaRDI QIDQ5085645

Mohammad Arashi, Fatemeh Bahador, Ayyub Sheikhi

Publication date: 27 June 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1837084

zbMATH Keywords

endogeneityinstrumental variablemulticollinearitysparsitybridge estimatorDurbin-Wu-Hausman test

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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