Tchatoka, Firmin Doko - School of Economics, University of Adelaide - 2014
We investigate the asymptotic validity of the bootstrap for Durbin-Wu-Hausman (DWH) tests of exogeneity in linear IV … regressions, with or without identification. Our analysis of the properties (size and power) of the proposed bootstrap tests … bootstrap: (1) provides an asymptotic refinement of the size of the DWH tests under exogeneity, and (2) is consistent under the …