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st: IV in panel
i am figuring out wheter using or not IV in a random effect model for my
panel dataset; for fixed effect there tests for overidentification and
endogeneity, but i did not find any for the Random effect model..
have you some ideas on how to proceed?
what i did up to know is to apply standard hausman-type test on the two
models; the RE with IV and the RE without IV and then testing which of the
two is more efficient or consistent with hausman test..is this procedure
University of Sussex, Dept. of Economics
University of Napoli Parthenope, DSE
12 Canfield Road
BN2 4DN Brighton - UK
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