Pages that link to "Item:Q374783"

The following pages link to On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance (Q374783):

Displaying 6 items.

• The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors (Q375033) (← links)
• Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (Q375034) (← links)
• The maximum number of parameters for the Hausman test when the estimators are from different sets of equations (Q397926) (← links)
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
• Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)