Overidentification Tests with Grouped Data

Caroline Hoxby and M. Daniele Paserman

No 223, NBER Technical Working Papers from National Bureau of Economic Research, Inc

Abstract: This paper examines the validity of overidentification tests and exogeneity tests in the presence of grouped data. We find that even a small intra-group correlation, when instruments do not vary within groups, may generate a substantial bias in the standard overidentification tests described in textbooks.

Date: 1998-02
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