Showing 2023Show all
2 papers · 1 filter
econ.EM2023
Some Finite-Sample Results on the Hausman Test
Jinyong Hahn, Zhipeng Liao, Nan Liu +1
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 t…
econ.EM2023
Logit-based alternatives to two-stage least squares
Denis Chetverikov, Jinyong Hahn, Zhipeng Liao +1
We propose logit-based IV and augmented logit-based IV estimators that serve as alternatives to the traditionally used 2SLS estimator in the model where both the endogenous treatme…