Testing exogeneity of multinomial regressors in count data models does two-stage residual inclusion work?
A Geraci, D Fabbri, C Monfardini - Journal of Econometric Methods, 2016 - degruyter.com
… This is one of the cases in which 2SRI tests are much easier to implement than maximum likelihood approaches, that require simulation-based inference methods. We develop a broad …
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… This is one of the cases in which 2SRI tests are much easier to implement than maximum likelihood approaches, that require simulation-based inference methods. We develop a broad …