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Specification Testing in Panel Data With Instrumental Variables

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NBER1996-06-01 更新2025-01-04 收录
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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

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1996-06-01
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