Instrument approval by the Sargan test and its consequences for coefficient estimation
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 |
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