A Test for Instrument Validity

DOI10.3982/ECTA11974zbMath1410.62042WikidataQ60108261 ScholiaQ60108261MaRDI QIDQ4614312

Toru Kitagawa

Publication date: 30 January 2019

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

bootstrapinstrumental variabletreatment effectsspecification testvariance-weighted Kolmogorov-Smirnov test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bootstrap, jackknife and other resampling methods (62F40)

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