Hello,
I see on the systemfit manual that you can estimate one-equation IV - I have
a variable, and need to test if it's endogeneous, but do not need to
estimate a system.
Does anyone have any examples of this? Do you just run OLS with the
endogenous variable, and then run a Hausmann to test endogeneity of OLS
resid. vs. IV resid?
Thanks in advance,
DM
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