The Hausman test and weak instruments

DOI10.1016/j.jeconom.2010.09.009zbMath1441.62714OpenAlexW2127673478MaRDI QIDQ737285

John C. Ham, Hyungsik Roger Moon, Jinyong Hahn

Publication date: 10 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.09.009

zbMATH Keywords

weak instrumentsHausman test

Mathematics Subject Classification ID

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

Related Items (10)

Linear model IV estimation when instruments are many or weak ⋮ Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory ⋮ THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST ⋮ Testing for weak identification in possibly nonlinear models ⋮ The impact of a Hausman pretest on the size of a hypothesis test: the panel data case ⋮ Increasing the power of specification tests ⋮ Testing Endogeneity with High Dimensional Covariates ⋮ The Hausman test and weak instruments ⋮ On the relevance of weaker instruments ⋮ Near exogeneity, weak identification and specification testing: Some asymptotic results

Cites Work

• The Hausman test and weak instruments
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
• Specification Tests in Econometrics
• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Instrumental Variables Regression with Weak Instruments
• Choosing the Number of Instruments
• A Conditional Likelihood Ratio Test for Structural Models
• End-of-Sample Instability Tests
• A New Specification Test for the Validity of Instrumental Variables
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

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