The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
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Publication:1929079
DOI10.1016/j.econlet.2005.11.001zbMath1255.62369MaRDI QIDQ1929079
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
62P20: Applications of statistics to economics
62H20: Measures of association (correlation, canonical correlation, etc.)
62G09: Nonparametric statistical resampling methods
Cites Work
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