INCLUDING THE INSTRUMENTS IN THE REGRESSION IS THE HAUSMAN TEST
The Hausman test evaluates the potential endogeneity of a regressor by examining an artificial regression that includes the residuals from a first-stage regression of the endogenous variable on the available instruments. We highlight a conceptually simpler way to compute the Hausman test statistic:...
| Veröffentlicht in: | Annals of Economics and Statistics. in. - GENES. - (2023), 152, Seite 43-64 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2023
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| Zugriff auf das übergeordnete Werk: | Annals of Economics and Statistics. in |
| Online verfügbar |
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