Model specification and endogeneity
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Publication:1377313
DOI10.1016/S0304-4076(97)00070-5zbMath0886.62119MaRDI QIDQ1377313
Masao Nakamura, Alice O. Nakamura
Publication date: 10 May 1998
Published in: Journal of Econometrics (Search for Journal in Brave)
Related Items (3)
Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference ⋮ On threshold effect of housing finance on shared prosperity: Evidence from sub‐Saharan Africa ⋮ The determinants of cumulative endogeneity bias in multivariate analysis
Cites Work
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- Asymptotic Relative Efficiency Analysis of Certain Test of Independence in Structural Systems
- Specification Tests in Econometrics
- An Independence Test and Conditional Unbiased Predictions in the Context of Simultaneous Equation Systems
- Errors in Variables
- Maximum Likelihood Estimation of Misspecified Models
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