We derive a new matrix statistic for the Hausman test for endogeneity in cross-sectional Instrumental Variables … estimation, that incorporates heteroskedasticity in a natural way and does not use a generalized inverse. A Monte Carlo study … examines the performance of the statistic for different heteroskedasticity-robust variance estimators and different skedastic …

This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent … conditions (with or without a unit root), and error characteristics (homoskedasticity or heteroskedasticity of different forms …

both unobserved heterogeneity and endogeneity using establishment panel data for Germany. We show that increasing employee …

. Including such unobserved covariates may control for both the individual-specific unobserved heterogeneity and the endogeneity …