Jinyong Hahn, Zhipeng Liao, Nan Liu, Shuyang Sheng
arXiv 16 Dec 2023 · Econometrics · publishedEconomics Letters (2024) · 3 citations (OpenAlex)
arXiv:2312.10558 · PDF · DOI · OpenAlex · Extracted main text
This paper shows that the endogeneity test using the control function approach in linear instrumental variable models is a variant of the Hausman test. Moreover, we find that the test statistics used in these tests can be numerically ordered, indicating their relative power properties in finite samples.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Davidson and MacKinnon (1993) Estimation and inference in econometrics | 0.644 | 2 | 2 | 100% |
| 2 | Hausman (1978) Specification tests in econometrics | 0.644 | 2 | 2 | 100% |
| 3 | Wooldridge (2010) Econometric analysis of cross section and panel data | 0.644 | 2 | 2 | 100% |
| 4 | Baum, Schaffer, and Stillman (2003) Instrumental Variables and GMM: Estimation and Testing | 0.405 | 1 | 1 | 100% |
Showing the top 4 of 4 scored citations.