Alternative Tests of Independence between Stochastic Regressors and Disturbances
From MaRDI portal
Publication:4055017
Cited in
(45)- A general approach to Lagrange multiplier model diagnostics
- The determinants of cumulative endogeneity bias in multivariate analysis
- Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests
- Asymptotic robustness of tests of overidentification and predeterminedness
- Increasing the power of specification tests
- Exogeneity tests in a truncated structural equation
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test
- Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings
- Lagrance-multiplier tersts for weak exogeneity: a synthesis
- Tests of additional conditional moment restrictions
- Violent crime and incentives in the long-run: evidence from England and Wales
- Model specification and endogeneity
- A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology
- Detecting and testing causality in linear econometric models
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
- On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- On a generalization of the test of endogeneity in a two stage least squares estimation
- Tests of overidentification and predeterminedness in simultaneous equation models
- The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
- 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
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
- Testing endogeneity with high dimensional covariates
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models
- Near exogeneity, weak identification and specification testing: Some asymptotic results
- CONDITIONING IN DYNAMIC MODELS
- A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix
- Structural time series modeling: A Bayesian approach
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances
- A combined estimator in the simple errors-in-variables model
- Regression-based causal analysis from the potential outcomes perspective
- Assessing the business values of information technology and e-commerce independently and jointly
- Higher moment estimators for linear regression models with errors in the variables
- Some aspects of testing non-nested hypotheses
- Statistical inference in non-nested econometric models
- Markov-switching models with endogenous explanatory variables
- A two-stage bridge estimator for regression models with endogeneity based on control function method
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
- Testing for weak identification in possibly nonlinear models
- On tests of independence between stochastic regressors and disturbances
- Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
This page was built for publication: Alternative Tests of Independence between Stochastic Regressors and Disturbances
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4055017)
