The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors
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Publication:375033
DOI10.1016/0165-1765(85)90132-6zbMath1273.62267OpenAlexW1970096479MaRDI QIDQ375033
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(85)90132-6
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Cites Work
- On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
- Alternative Tests of Independence between Stochastic Regressors and Disturbances
- 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
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