Alternative Tests of Independence between Stochastic Regressors and Disturbances
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Publication:4055017
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(45)- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
- CONDITIONING IN DYNAMIC MODELS
- The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
- Testing for weak identification in possibly nonlinear models
- A combined estimator in the simple errors-in-variables model
- A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology
- The determinants of cumulative endogeneity bias in multivariate analysis
- A two-stage bridge estimator for regression models with endogeneity based on control function method
- Increasing the power of specification tests
- 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
- Statistical inference in non-nested econometric models
- Tests of overidentification and predeterminedness in simultaneous equation models
- Asymptotic robustness of tests of overidentification and predeterminedness
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
- Regression-based causal analysis from the potential outcomes perspective
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
- Lagrance-multiplier tersts for weak exogeneity: a synthesis
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- Assessing the business values of information technology and e-commerce independently and jointly
- Violent crime and incentives in the long-run: evidence from England and Wales
- On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
- Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
- On tests of independence between stochastic regressors and disturbances
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models
- Model specification and endogeneity
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
- Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
- Some aspects of testing non-nested hypotheses
- A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
- Higher moment estimators for linear regression models with errors in the variables
- On a generalization of the test of endogeneity in a two stage least squares estimation
- Testing endogeneity with high dimensional covariates
- Tests of additional conditional moment restrictions
- Exogeneity tests in a truncated structural equation
- Detecting and testing causality in linear econometric models
- Markov-switching models with endogenous explanatory variables
- A remark on a generalized specification test
- On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
- The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors
- Structural time series modeling: A Bayesian approach
- A general approach to Lagrange multiplier model diagnostics
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