Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results

DOI10.2307/1911789MaRDI QIDQ4044004zbMATH OpenOpenAlexFDO

Authors De-Min Wu

Publication date 1974

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911789

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cited in

(9)

• A combined estimator in the simple errors-in-variables model
• Near exogeneity, weak identification and specification testing: Some asymptotic results
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• Tests of overidentification and predeterminedness in simultaneous equation models
• Asymptotic robustness of tests of overidentification and predeterminedness
• On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models
• Model specification and endogeneity
• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance

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