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

DOI10.2307/1911789zbMATH Open0292.62040OpenAlexW2075605684MaRDI QIDQ4044004FDOQ4044004

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

This page was built for publication: Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4044004)