The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
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Publication:1929079
DOI10.1016/J.ECONLET.2005.11.001zbMATH Open1255.62369OpenAlexW1995102381MaRDI QIDQ1929079FDOQ1929079
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
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Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- The jackknife and the bootstrap for general stationary observations
- Econometric analysis of cross section and panel data.
- Instrumental Variables Regression with Weak Instruments
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Specification Tests in Econometrics
- The Stationary Bootstrap
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Bootstrap Methods for Time Series
- Title not available (Why is that?)
- A Three-step Method for Choosing the Number of Bootstrap Repetitions
- the Block-Block Bootstrap: Improved Asymptotic Refinements
- Bootstrapping Hausman's exogeneity test
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