Testing Endogeneity with High Dimensional Covariates (Q84409)

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scientific article; zbMATH DE number 6952488
  • Testing endogeneity with high dimensional covariates
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English
Testing Endogeneity with High Dimensional Covariates
scientific article; zbMATH DE number 6952488
  • Testing endogeneity with high dimensional covariates

Statements

21 September 2016
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12 October 2018
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math.ST
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stat.TH
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Testing endogeneity with high dimensional covariates (English)
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Durbin-Wu-Hausman test
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endogeneity test
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high dimensions
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instrumental variable
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invalid instruments
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power function
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