A Test of Exogeneity Without Instrumental Variables in Models With Bunching
提出一种无需工具变量即可检验多元模型中单个解释变量外生性的方法，适用于解释变量存在聚集点的场景，并应用于母亲吸烟对出生体重影响的研究，发现即使控制最全协变量仍存在内生性。
This paper presents a test of the exogeneity of a single explanatory variable in a multivariate model. It does not require the exogeneity of the other regressors or the existence of instrumental variables. The fundamental maintained assumption is that the model must be continuous in the explanatory variable of interest. This test has power when unobservable confounders are discontinuous with respect to the explanatory variable of interest, and it is particularly suitable for applications in which that variable has bunching points. An application of the test to the problem of estimating the effects of maternal smoking in birth weight shows evidence of remaining endogeneity, even after controlling for the most complete covariate specification in the literature.