{"id":"https://openalex.org/W1781749532","doi":"https://doi.org/10.1080/03610910903447833","title":"The Effect of Pseudo-Exogenous Instrumental Variables on Hausman Test","display_name":"The Effect of Pseudo-Exogenous Instrumental Variables on Hausman Test","publication_year":2009,"publication_date":"2009-12-29","ids":{"openalex":"https://openalex.org/W1781749532","doi":"https://doi.org/10.1080/03610910903447833","mag":"1781749532"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610910903447833","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://mpra.ub.uni-muenchen.de/9792/2/MPRA_paper_9792.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5007884163","display_name":"Jinook Jeong","orcid":"https://orcid.org/0000-0002-7928-8136"},"institutions":[{"id":"https://openalex.org/I193775966","display_name":"Yonsei University","ror":"https://ror.org/01wjejq96","country_code":"KR","type":"funder","lineage":["https://openalex.org/I193775966"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Jinook Jeong","raw_affiliation_strings":["School of Economics , Yonsei University , Seoul, Korea"],"affiliations":[{"raw_affiliation_string":"School of Economics , Yonsei University , Seoul, Korea","institution_ids":["https://openalex.org/I193775966"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5038499014","display_name":"Byung\u2010Ho Yoon","orcid":"https://orcid.org/0000-0001-8518-6331"},"institutions":[{"id":"https://openalex.org/I193775966","display_name":"Yonsei University","ror":"https://ror.org/01wjejq96","country_code":"KR","type":"funder","lineage":["https://openalex.org/I193775966"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Byung Ho Yoon","raw_affiliation_strings":["School of Economics , Yonsei University , Seoul, Korea"],"affiliations":[{"raw_affiliation_string":"School of Economics , Yonsei University , Seoul, Korea","institution_ids":["https://openalex.org/I193775966"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":13,"citation_normalized_percentile":{"value":0.908212,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":85,"max":86},"biblio":{"volume":"39","issue":"2","first_page":"315","last_page":"321"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.9909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.9909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9791,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10841","display_name":"Economic and Environmental Valuation","score":0.9733,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/endogeneity","display_name":"Endogeneity","score":0.9303782},{"id":"https://openalex.org/keywords/hausman-test","display_name":"Hausman test","score":0.854779},{"id":"https://openalex.org/keywords/instrumental-variable","display_name":"Instrumental variable","score":0.81700283},{"id":"https://openalex.org/keywords/variables","display_name":"Variables","score":0.46149337}],"concepts":[{"id":"https://openalex.org/C610760","wikidata":"https://www.wikidata.org/wiki/Q1340706","display_name":"Endogeneity","level":2,"score":0.9303782},{"id":"https://openalex.org/C58980837","wikidata":"https://www.wikidata.org/wiki/Q1372876","display_name":"Hausman test","level":4,"score":0.854779},{"id":"https://openalex.org/C162144332","wikidata":"https://www.wikidata.org/wiki/Q1665305","display_name":"Instrumental variable","level":2,"score":0.81700283},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6113403},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.58345807},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5810647},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.46998325},{"id":"https://openalex.org/C27574286","wikidata":"https://www.wikidata.org/wiki/Q320723","display_name":"Variables","level":2,"score":0.46149337},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.44995457},{"id":"https://openalex.org/C6422946","wikidata":"https://www.wikidata.org/wiki/Q857354","display_name":"Panel data","level":2,"score":0.21494687},{"id":"https://openalex.org/C44970651","wikidata":"https://www.wikidata.org/wiki/Q17014030","display_name":"Fixed effects model","level":3,"score":0.20374992}],"mesh":[],"locations_count":2,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610910903447833","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"https://mpra.ub.uni-muenchen.de/9792/2/MPRA_paper_9792.pdf","pdf_url":"https://mpra.ub.uni-muenchen.de/9792/2/MPRA_paper_9792.pdf","source":{"id":"https://openalex.org/S4306400553","display_name":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I8204097","host_organization_name":"Ludwig-Maximilians-Universit\u00e4t M\u00fcnchen","host_organization_lineage":["https://openalex.org/I8204097"],"host_organization_lineage_names":["Ludwig-Maximilians-Universit\u00e4t M\u00fcnchen"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://mpra.ub.uni-muenchen.de/9792/2/MPRA_paper_9792.pdf","pdf_url":"https://mpra.ub.uni-muenchen.de/9792/2/MPRA_paper_9792.pdf","source":{"id":"https://openalex.org/S4306400553","display_name":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I8204097","host_organization_name":"Ludwig-Maximilians-Universit\u00e4t M\u00fcnchen","host_organization_lineage":["https://openalex.org/I8204097"],"host_organization_lineage_names":["Ludwig-Maximilians-Universit\u00e4t M\u00fcnchen"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},"sustainable_development_goals":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":10,"referenced_works":["https://openalex.org/W1967966129","https://openalex.org/W1980412904","https://openalex.org/W2017862514","https://openalex.org/W2023446281","https://openalex.org/W2072377647","https://openalex.org/W2112352537","https://openalex.org/W2165144879","https://openalex.org/W2215228149","https://openalex.org/W3124162861","https://openalex.org/W3125340135"],"related_works":["https://openalex.org/W3210291255","https://openalex.org/W3210215573","https://openalex.org/W2963042484","https://openalex.org/W2497245486","https://openalex.org/W2340260015","https://openalex.org/W2111770373","https://openalex.org/W2080462468","https://openalex.org/W2065314067","https://openalex.org/W1999682641","https://openalex.org/W1560064089"],"abstract_inverted_index":{"Hausman":[0,23,84],"test":[1,85],"is":[2,42,86],"popularly":[3],"used":[4],"to":[5,36,38,64],"examine":[6],"the":[7,25,28,32,53,56,69,81,89],"endogeneity":[8],"of":[9,22,83],"explanatory":[10],"variables":[11,30],"in":[12,49,96],"a":[13,18],"regression":[14],"model.":[15],"To":[16],"derive":[17],"well-defined":[19],"asymptotic":[20],"distribution":[21],"test,":[24],"correlation":[26,48,61],"between":[27,52],"instrumental":[29],"and":[31,55],"error":[33],"term":[34],"needs":[35],"converge":[37],"zero.":[39,65],"However,":[40],"it":[41],"possible":[43],"that":[44,72,80],"there":[45],"remains":[46],"considerable":[47],"finite":[50,97],"samples":[51],"instruments":[54,75,90],"error,":[57],"even":[58],"though":[59],"their":[60],"eventually":[62],"converges":[63],"This":[66],"article":[67],"investigates":[68],"potential":[70],"problem":[71],"such":[73],"\"pseudo-exogenous\"":[74],"may":[76],"create.":[77],"We":[78],"show":[79],"performance":[82],"deteriorated":[87],"when":[88],"are":[91],"asymptotically":[92],"exogenous":[93],"but":[94],"endogenous":[95],"samples,":[98],"through":[99],"Monte":[100],"Carlo":[101],"simulations.":[102]},"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W1781749532","counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-04-18T20:11:04.007687","created_date":"2016-06-24"}