The Hausman test and weak instruments
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Publication:737285
DOI10.1016/J.JECONOM.2010.09.009zbMATH Open1441.62714OpenAlexW2127673478MaRDI QIDQ737285FDOQ737285
Authors: Jinyong Hahn, John C. Ham, Hyungsik Roger Moon 
Publication date: 10 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.09.009
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Cites Work
- Choosing the Number of Instruments
- Instrumental Variables Regression with Weak Instruments
- The impact of a Hausman pretest on the asymptotic size of a hypothesis test
- Specification Tests in Econometrics
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- A Conditional Likelihood Ratio Test for Structural Models
- A New Specification Test for the Validity of Instrumental Variables
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- The Hausman test and weak instruments
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
- End-of-Sample Instability Tests
Cited In (20)
- The effect of pseudo-exogenous instrumental variables on Hausman test
- The impact of a Hausman pretest on the asymptotic size of a hypothesis test
- Testing for weak identification in possibly nonlinear models
- Asymptotic properties of the Hahn-Hausman test for weak-instruments
- Near exogeneity, weak identification and specification testing: Some asymptotic results
- Increasing the power of specification tests
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- Alternative ways of obtaining Hausman's test using artificial regressions
- On the relevance of weaker instruments
- Instrument approval by the Sargan test and its consequences for coefficient estimation
- Linear model IV estimation when instruments are many or weak
- On bootstrap validity for specification tests with weak instruments
- Testing endogeneity with high dimensional covariates
- Tests with correct size when instruments can be arbitrarily weak
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
- On the validity of Durbin-Wu-Hausman tests for partial exogeneity with weak identification
- The Hausman test and weak instruments
- A weak instrument \(F\)-test in linear IV models with multiple endogenous variables
- A Hausman test with trending data
- Are ``nearly exogenous instruments reliable?
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