On a generalization of the test of endogeneity in a two stage least squares estimation (Q5085645): Difference between revisions

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Latest revision as of 12:05, 29 July 2024

scientific article; zbMATH DE number 7549085
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English
On a generalization of the test of endogeneity in a two stage least squares estimation
scientific article; zbMATH DE number 7549085

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    On a generalization of the test of endogeneity in a two stage least squares estimation (English)
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    27 June 2022
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    bridge estimator
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    Durbin-Wu-Hausman test
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    endogeneity
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    instrumental variable
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    multicollinearity
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    sparsity
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