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 -
Economics paper Suggest

… 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 …

Cited by Link to paper