Exogeneity Tests and IV Estimation: Is the Cure Worse than the Illness?

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Econometrics Seminar
University of Pennsylvania

3718 Locust Walk
395 McNeil Building

Philadelphia, PA
19104

United States

Papers:

Exogeneity tests and estimation in IV regressions (updated Feb 25, 2013)

On the finite-sample theory of exogeneity tests with possibly non-Gaussian errors and weak identification (Joint with Firmin Doko Tchatoka) (updated Feb 25, 2013)

 

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Jean-Marie Dufour

McGill University