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Testing a Conditional Form of Exogeneity

By Halbert White and Karim Chalak

Abstract

We give two new approaches to testing a conditional form of exogeneity. This condition ensures unconfoundedness and identification of effects of interest in structural systems. As these approaches do not rely on the absence of causal effects of treatment under the null, they complement earlier methods of Rosenbaum (1987) and Heckman and Hotz (1989).Causality, Conditional Exogeneity, Nonparametric Test, Treatment Effect, Unconfoundedness

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