Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052)
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scientific article
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| English | Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory |
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (English)
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9 February 2021
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exogeneity
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Durbin-Wu-Hausman test
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weak instrument
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incomplete model
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non-Gaussian
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weak identification
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identification robust
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finite-sample theory
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pivotal
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invariance
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Monte Carlo test
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power
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0.8205793499946594
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0.7926335334777832
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0.7865310311317444
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0.7816393375396729
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0.779510498046875
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