Hahn, Jinyong; Hausman, Jerry - In: Econometrica 70 (2002) 1, pp. 163-189
We develop a new specification test for IV estimators adopting a particular second order approximation of Bekker. The new specification test compares the difference of the forward (conventional) 2SLS estimator of the coefficient of the right-hand side endogenous variable with the reverse 2SLS...