Bootstrapping Hausman's exogeneity test
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Publication:1392153
DOI10.1016/S0165-1765(96)00917-2zbMath0897.90057MaRDI QIDQ1392153
Publication date: 23 July 1998
Published in: Economics Letters (Search for Journal in Brave)
62P20: Applications of statistics to economics
91B82: Statistical methods; economic indices and measures
Related Items
A Hausman test for non-ignorability, Effects on inference of pretesting the exogeneity of a regressor, The block bootstrap test of Hausman's exogeneity in the presence of serial correlation, Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
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