A New Specification Test for the Validity of Instrumental Variables
A New Specification Test for the Validity of Instrumental Variables
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Publisher
Oxford, UK and Boston, USA: Blackwell Publishers Ltd
Journal title
Language
English
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Publisher
Oxford, UK and Boston, USA: Blackwell Publishers Ltd
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Scope and Contents
Contents
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 estimator of the same unknown parameter when the normali...
Alternative Titles
Full title
A New Specification Test for the Validity of Instrumental Variables
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Author / Creator
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Record Identifier
TN_cdi_proquest_miscellaneous_38381634
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_38381634
Other Identifiers
ISSN
0012-9682
E-ISSN
1468-0262
DOI
10.1111/1468-0262.00272
