Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/211115 
Authors: 
Year of Publication: 
2019
Series/Report no.: 
cemmap working paper No. CWP22/19
Publisher: 
Centre for Microdata Methods and Practice (cemmap), London
Abstract: 
There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidenti cation tests, as a single arti cial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical example and some Monte Carlo results.
Subjects: 
endogeneity
identification
testing
artificial regression
JEL: 
C21
C26
C36
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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