A Non-Parametric Test of Exogeneity

DOI10.1111/J.1467-937X.2007.00458.XMaRDI QIDQ5427681zbMATH OpenOpenAlexFDO

Authors Richard Blundell, Joel Horowitz

Publication date 21 November 2007

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-937x.2007.00458.x

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Consumer behavior, demand theory (91B42)

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Cited in

(31)

• Testing for the exogeneity of real income in models of the poverty process. Evidence from post-independence India
• A simple test for exogeneity in probit, logit, and Poisson regression models
• Optimal linear instrumental variables approximations
• Testing the impossible: identifying exclusion restrictions
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• Goodness-of-fit tests based on series estimators in nonparametric instrumental regression
• Tests of additional conditional moment restrictions
• A variable addition test for exogeneity in structural threshold models
• Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Exogeneity in structural equation models
• Identification and estimation by penalization in nonparametric instrumental regression
• scientific article; zbMATH DE number 1036074 (Why is no real title available?)
• Characteristic function based testing for conditional independence: a nonparametric regression approach
• A test of exogeneity without instrumental variables in models with bunching
• Specification testing in random coefficient models
• New exogeneity tests and causal paths
• Specification testing in nonparametric instrumental quantile regression
• Nonparametric testing of an exclusion restriction
• On the testability of identification in some nonparametric models with endogeneity
• Testing a Parametric Model Against a Nonparametric Alternative with Identification Through Instrumental Variables
• Adaptive estimation of functionals in nonparametric instrumental regression
• TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
• Nonparametric Tests of the Causal Null With Nondiscrete Exposures
• Testing a conditional form of exogeneity
• Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
• Testing Missing at Random Using Instrumental Variables
• Tikhonov regularization for nonparametric instrumental variable estimators
• Specification testing in nonparametric instrumental variable estimation
• Testing exogeneity in a probit model
• Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications

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