Effects on inference of pretesting the exogeneity of a regressor

DOI10.1016/S0165-1765(97)00172-9zbMath0896.90051MaRDI QIDQ1389467

Ka-fu Wong

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

bootstrap; exogeneity; pretest

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B82: Statistical methods; economic indices and measures

Related Items

Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory

Cites Work

• Bootstrapping Hausman's exogeneity test
• Specification Tests in Econometrics
• The Stationary Bootstrap
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