Instrument approval by the Sargan test and its consequences for coefficient estimation
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DOI: 10.1016/j.econlet.2021.109935
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- Kiviet, Jan F., 2023. "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, vol. 25(C), pages 1-22.
- mohammed, habib, 2023. "Modeling Determinants of Private Banks Profitability in Ethiopia," MPRA Paper 116817, University Library of Munich, Germany, revised 25 Mar 2023.
- Herbst, Chris M., 2024. "Effects of Center-Based Child Care on Disadvantaged Children: Evidence from a Randomized Research Design," IZA Discussion Papers 17430, Institute of Labor Economics (IZA).
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More about this item
Keywords
Endogeneity testing; Instrument validity; Instrument weakness; Size control; Simulation; Test power;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
Statistics
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