Exogeneity tests in a truncated structural equation
From MaRDI portal
Publication:1209895
DOI10.1016/0304-4076(93)90127-QzbMath0766.62066MaRDI QIDQ1209895
Publication date: 16 May 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
indicator functionpowerssizesstochastic regressorssampling experimentsBayesian test statisticslabor supply equationsample theory test statisticstruncated structural equation
Cites Work
- Unnamed Item
- Unnamed Item
- Statistical decision theory and Bayesian analysis. 2nd ed
- Score tests for zero covariances in recursive linear models for grouped or censored data
- On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
- Limited information estimators and exogeneity tests for simultaneous probit models
- An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
- On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman
- Alternative Tests of Independence between Stochastic Regressors and Disturbances
- Sample Selection Bias as a Specification Error
- Specification Tests in Econometrics
- Maximum Likelihood Estimation of Misspecified Models
This page was built for publication: Exogeneity tests in a truncated structural equation