The block bootstrap test of Hausman's exogeneity in the presence of serial correlation

DOI10.1016/J.ECONLET.2005.11.001MaRDI QIDQ1929079zbMATH OpenOpenAlexFDO

Authors Jing Li

Publication date 7 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2005.11.001

zbMATH Keywords

Hausman test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 1735137 (Why is no real title available?)
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A Three-step Method for Choosing the Number of Bootstrap Repetitions
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• Bootstrap Methods for Time Series
• Bootstrapping Hausman's exogeneity test
• Econometric analysis of cross section and panel data.
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Instrumental Variables Regression with Weak Instruments
• Specification Tests in Econometrics
• The Stationary Bootstrap
• The jackknife and the bootstrap for general stationary observations
• the Block-Block Bootstrap: Improved Asymptotic Refinements

Cited in

(2)

• The effect of pseudo-exogenous instrumental variables on Hausman test
• Bootstrapping the Hausman test in panel data models

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