Testing Endogeneity with High Dimensional Covariates
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Publication:84409
DOI10.48550/arXiv.1609.06713zbMath1452.62913arXiv1609.06713OpenAlexW2963042484MaRDI QIDQ84409
Zijian Guo, Dylan S. Small, Hyunseung Kang, T. Tony Cai, Dylan S. Small, Zi-Jian Guo, T. Tony Cai, Hyunseung Kang
Publication date: 21 September 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.06713
instrumental variablepower functionhigh dimensionsinvalid instrumentsDurbin-Wu-Hausman testendogeneity test
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
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Uses Software
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