Many instrumental variable (IV) regressions include control variables to justify (conditional)
independence of the instrument and the potential outcomes. The plausibility of conditional IV …

The success of military recruiting depends largely on the potential consequences of military
services. This study examines how military service affects labor market outcomes of …

Existing empirical evidence suggests that the effects of Vietnam veteran status on earnings
in the decade-and-a-half following service may be concentrated in the lower tail of the …

Many instrumental variable (IV) regressions include control variables to justify (conditional)
independence of the instrument and the potential outcomes. The plausibility of conditional IV …

We investigate the validity of the standard specification tests for assessing the exogeneity of
subvectors in the linear IV regression. Our results show that ignoring the endogeneity of the …

We consider the following problem. A structural equation of interest contains two sets of
explanatory variables which economic theory predicts may be endogenous. The researcher …

Let the unknown true value of a dθ× 1 parameter θ be θ0. Let θ0 satisfy dg≥ dθ moment
restrictions. Consider a linear null hypothesis H0: Rθ0= r0 where R is a fixed, full row-rank …

We investigate the size of the Durbin-Wu-Hausman tests for exogeneity when instrumental
variables violate the strict exogeneity assumption. We show that these tests are severely …

Many instrumental variable (IV) regressions include control variables to justify (conditional)
independence of the instrument and the potential outcomes. The plausibility of conditional IV …

We focus on the classical linear simultaneous equations models and study the sensitivity to
instrument endogeneity of six alternative versions of Durbin-Wu-Hausman (DWH) tests of …