A new specification test for the validity of instrumental variables
- Author
- JINYONG HAHN1 ; HAUSMAN, Jerry2
[1] Dept. of Economics, Brown University, Providence, RI 02912, United States
[2] Dept. of Economics, Massachusetts Institute of Technology, 50 Memorial Dr., Cambridge, MA 02139, United States - Source
Econometrica. 2002, Vol 70, Num 1, pp 163-189, 27 p ; ref : 23 ref
- CODEN
- ECMTA7
- ISSN
- 0012-9682
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Blackwell, Malden, MA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Approximation asymptotique Combinaison linéaire Développement Edgeworth Estimation paramètre Estimation sans biais Estimation statistique Fiabilité Modèle Méthode Monte Carlo Méthode moindre carré Méthode optimisation Spécification Test hypothèse Test statistique Théorie approximation Théorie deuxième ordre +62gxx 62N05 Estimateur Nagar Spécification modèle Test spécification Variance symptotique
- Keyword (en)
- Asymptotic approximation Linear combination Edgeworth expansion Parameter estimation Unbiased estimation Statistical estimation Reliability Models Monte Carlo method Least squares method Optimization method Specification Hypothesis test Statistical test Approximation theory Second order theory Nagar estimator Model specification Specification test Asymptotic variance
- Keyword (es)
- Aproximación asintótica Combinación lineal Desarrollo Edgeworth Estimación parámetro Estimación insesgada Estimación estadística Fiabilidad Modelo Método Monte Carlo Método cuadrado menor Método optimización Especificación Test hipótesis Test estadístico Teoría segundo orden
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 13561341
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1111/1468-0262.00272 
https://dx.doi.org/10.1111/1468-0262.00272
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