# A Test for Instrument Validity

@article{Kitagawa2015ATF, title={A Test for Instrument Validity}, author={Toru Kitagawa}, journal={Econometrica}, year={2015}, volume={83}, pages={2043-2063} }

This paper develops a speci…cation test for instrument validity in the heteroge- neous treatment eect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for non- negativity of point-identi…able complier's outcome densities. Our speci…cation test infers this testable implication using a variance-weighted Kolmogorov-Smirnov test statistic. Implementation of the proposed test does not require smoothing…

## 147 Citations

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