Specification Testing in Panel Data With Instrumental Variables
收藏NBER1996-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0123
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资源简介：
This paper shows a convenient way to test whether instrumental variables are correlated with individual effects in a panel data set. It shows that the correlated fixed effects specification tests developed by Hausman and Taylor (1981) extend in an analogous way to panel data sets with endogenous
提供机构：
美国国家经济研究局
创建时间：
1996-06-01
