A Non-Parametric Test of Exogeneity
نویسندگان
چکیده
منابع مشابه
A Nonparametric Test of Exogeneity
This paper presents a test for exogeneity of explanatory variables that minimizes the need for auxiliary assumptions that are not required by the definition of exogeneity. It concerns inference about a non-parametric function g that is identified by a conditional moment restriction involving instrumental variables (IV). A test of the hypothesis that g is the mean of a random variable Y conditio...
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ژورنال
عنوان ژورنال: Review of Economic Studies
سال: 2007
ISSN: 0034-6527,1467-937X
DOI: 10.1111/j.1467-937x.2007.00458.x