Near exogeneity, weak identification and specification testing: Some asymptotic results
From MaRDI portal
Publication:5866060
DOI10.1080/03610926.2018.1473611OpenAlexW2901883664WikidataQ128880076 ScholiaQ128880076MaRDI QIDQ5866060
Publication date: 10 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1473611
Cites Work
- Bootstrap validity for the score test when instruments may be weak
- On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
- Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
- The Hausman test and weak instruments
- The validity of instruments revisited
- A general approach to Lagrange multiplier model diagnostics
- Some useful equivalence properties of Hausman's test
- Instrument endogeneity and identification-robust tests: some analytical results
- The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
- On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
- Are ``nearly exogenous instruments reliable?
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
- A Remark on Hausman's Specification Test
- On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman
- Posterior Odds for the Hypothesis of Independence between Stochastic Regressors and Disturbances
- Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results
- Alternative Tests of Independence between Stochastic Regressors and Disturbances
- Specification Tests in Econometrics
- Instrumental Variables Regression with Weak Instruments
- On bootstrap validity for specification tests with weak instruments
- Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
- The Effect of Pseudo-Exogenous Instrumental Variables on Hausman Test
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- A Conditional Likelihood Ratio Test for Structural Models
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Errors in Variables
This page was built for publication: Near exogeneity, weak identification and specification testing: Some asymptotic results
