Supplement to “A Test of Exogeneity Without Instrumental Variables in Models With Bunching”

This supplement provides details of the implementation of the test statistic described in Section 3.1 in the manuscript.  It also develops the theorems that describe the test statistic's asymptotic behavior.  Finally, it presents a Monte Carlo study of the small sample behavior of the test statistic using real data (the same dataset used in the paper's Section 3).

Supplemental Authors: 
Caetano, Carolina - University of Georgia