Instrument approval by the Sargan test and its consequences for coefficient estimation
Jan F. Kiviet, Sebastian Kripfganz
| Year of publication: |
2021
|
|---|---|
| Authors: | Kiviet, J. F. ; Kripfganz, Sebastian |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 205.2021, p. 1-5
|
| Subject: | Endogeneity testing | Instrument validity | Instrument weakness | Size control | Simulation | Test power | Statistischer Test | Statistical test | Schätzung | Estimation | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.109935 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013202152