Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A New Specification Test for the Validity of Instrumental Variables - MaRDI portal

A New Specification Test for the Validity of Instrumental Variables

From MaRDI portal
Publication:5474963

DOI10.1111/1468-0262.00272zbMath1104.62332OpenAlexW3122216830MaRDI QIDQ5474963

Jinyong Hahn, Jerry A. Hausman

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/63958




Related Items (39)

Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximationsFurther results on projection-based inference in IV regressions with weak, collinear or missing instrumentsGeneralizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statisticsSymmetry-based inference in an instrumental variable settingExamining bias in estimators of linear rational expectations models under misspecificationWeak identification robust tests in an instrumental quantile modelNormalization in EconometricsChoosing instrumental variables in conditional moment restriction modelsConsistency of the instrumental weighted variablesRegressor and random‐effects dependencies in multilevel modelsFINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTICTwo-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many InstrumentsLinear model IV estimation when instruments are many or weakEndogeneity bias modeling using observablesAsymptotic properties of the Hahn-Hausman test for weak-instrumentsA robust test of exogeneity based on quantile regressionsDetecting identification failure in moment condition modelsFinite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood EstimatorLong difference instrumental variables estimation for dynamic panel models with fixed effectsA solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximationFinite Sample Properties of the Two-Step Empirical Likelihood EstimatorTesting identification strengthExogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theoryTesting the adequacy of conventional asymptotics in GMMTesting for weak identification in possibly nonlinear modelsSimultaneous selection and weighting of moments in GMM using a trapezoidal kernelA Hausman test for the presence of market microstructure noise in high frequency dataHigh dimensional stochastic regression with latent factors, endogeneity and nonlinearityTesting Endogeneity with High Dimensional CovariatesNotes on bias in estimators for simultaneous equation models.Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimatorsThe Hausman test and weak instrumentsA new class of asymptotically efficient estimators for moment condition modelsInstrumental variable estimation in the presence of many moment conditionsHahn-Hausman test as a specification testRobust estimation with many instrumentsA MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORSA unified model-implied instrumental variable approach for structural equation modeling with mixed variablesSMEs, growth, and poverty: cross-country evidence




This page was built for publication: A New Specification Test for the Validity of Instrumental Variables