A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is
AbstractWe study a simple exogeneity test in count data models with possibly endogenous multinomial treatment. The test is based on Two Stage Residual Inclusion (2SRI), an estimation method which has been proved to be consistent for a general class of nonlinear parametric models. Results from a broad set of simulation experiments provide novel evidence on important features of this approach. We find differences in the finite sample performance of various likelihood-based tests, analyze theirdoi:10.1515/jem-2014-0019 fatcat:zywlrva5nzcqtapfvmmgfq7o5u