Arbeitspapier
A note on specification testing in some structural regression models
There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidenti cation tests, as a single arti cial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical example and some Monte Carlo results.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP22/19
- Classification
-
Wirtschaft
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Multiple or Simultaneous Equation Models: Instrumental Variables (IV) Estimation
- Subject
-
endogeneity
identification
testing
artificial regression
- Event
-
Geistige Schöpfung
- (who)
-
Beckert, Walter
- Event
-
Veröffentlichung
- (who)
-
Centre for Microdata Methods and Practice (cemmap)
- (where)
-
London
- (when)
-
2019
- DOI
-
doi:10.1920/wp.cem.2019.2219
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Beckert, Walter
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2019
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