Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions

DOI10.1093/ECTJ/UTAA007MaRDI QIDQ5083242zbMATH OpenOpenAlexFDO

Authors Jia-Young Fu (Michael), Joel Horowitz, Matthias Parey

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ectj/utaa007

zbMATH Keywords

hypothesis testinstrumental variablesspecification testingquantile estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(1)

• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION

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