Testing the impossible: identifying exclusion restrictions

DOI10.1016/J.JECONOM.2020.04.018MaRDI QIDQ2227048zbMATH OpenOpenAlexFDO

Authors Jan F. Kiviet

Publication date 9 February 2021

Published in Journal of Econometrics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.jeconom.2020.04.018

zbMATH Keywords

endogeneity robust inferenceexclusion restrictions testidentification analysisinvalid instrumentssensitivity analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
• A Non-Parametric Test of Exogeneity
• A cautionary note on tests of overidentifying restrictions
• Instrument endogeneity and identification-robust tests: some analytical results
• On estimation and testing when explanatory variables are partly endogenous

Cites work

• A cautionary note on tests of overidentifying restrictions
• Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
• Comparison of k-Class Estimators When the Disturbances Are Small
• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
• Econometric analysis of cross section and panel data.
• Generalized method of moments specification testing
• scientific article; zbMATH DE number 1735137 (Why is no real title available?)
• scientific article; zbMATH DE number 3201129 (Why is no real title available?)
• Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
• Large Sample Properties of Generalized Method of Moments Estimators
• The Estimation of Economic Relationships using Instrumental Variables
• Two-stage least squares as minimum distance
• When is it really justifiable to ignore explanatory variable endogeneity in a regression model?

Cited in

(8)

• Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
• Instrument approval by the Sargan test and its consequences for coefficient estimation
• Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality
• Subset hypotheses testing and instrument exclusion in the linear IV regression
• A test of exogeneity without instrumental variables in models with bunching
• Nonparametric testing of an exclusion restriction
• Random effect models for multivariate mixed data: A Parafac-based finite mixture approach
• Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*

This page was built for publication: Testing the impossible: identifying exclusion restrictions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2227048)