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Instrumental Variable Estimation - Part VI: Testing for Endogeneity and Hausman Test

NPTEL-NOC IITM via YouTube

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Explore advanced concepts in instrumental variable estimation, focusing on testing for endogeneity and implementing the Hausman test. Learn how to apply the Hausman test for scenarios involving multiple endogenous variables in this 20-minute video lecture. Gain valuable insights into statistical techniques used to assess the validity of instrumental variables and their impact on econometric models.

Syllabus

Instrumental Variable Estimation - Part VI

Taught by

NPTEL-NOC IITM

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