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Some Finite-Sample Results on the Hausman Test
This paper shows that the endogeneity test using the control function approach in linear instrumental variable models is a variant of the Hausman test.
Logit-based alternatives to two-stage least squares
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 treatment variable and the corresponding instrument are binary.
Standard errors when a regressor is randomly assigned
In particular, when the regressor of interest is independent not only of other regressors but also of the error term, the textbook homoskedastic variance formula is valid even if the error term and auxiliary regressors exhibit a general dependence structure.
