Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models

DOI10.1016/0165-1765(94)90103-1MaRDI QIDQ1327961zbMATH OpenOpenAlexFDO

Authors J. P. Hutton, L. G. Godfrey

Publication date 8 September 1994

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(94)90103-1

zbMATH Keywords

asymptotic independence of testserrors-in-variableslinear multiple regression modelmisspecificationsnumerical examplesimultaneitytwo-part test procedure

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cites work

• Generalized method of moments specification testing
• scientific article; zbMATH DE number 3599370 (Why is no real title available?)
• scientific article; zbMATH DE number 3190822 (Why is no real title available?)
• Large Sample Properties of Generalized Method of Moments Estimators
• Misspecification tests and their uses in econometrics
• Specification Tests in Econometrics

Cited in

(4)

• Accounting for Data Errors Discovered from an Audit in Multiple Linear Regression
• THE GEOMETRY OF SPECIFICATION ERROR
• Errors in variables and reverse regression in the measurement of wage discrimination
• On the simultaneous effects of model misspecification and errors in variables

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