On a generalization of the test of endogeneity in a two stage least squares estimation

DOI10.1080/02664763.2020.1837084MaRDI QIDQ5085645zbMATH OpenOpenAlexFDO

Authors Ayyub Sheikhi, Fatemeh Bahador, M. Arashi

Publication date 27 June 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2020.1837084

zbMATH Keywords

endogeneityinstrumental variableDurbin-Wu-Hausman testmulticollinearitysparsitybridge estimator

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

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Cited in

(2)

• A two-stage bridge estimator for regression models with endogeneity based on control function method
• Instrument endogeneity and identification-robust tests: some analytical results

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