Asymptotic Relative Efficiency Analysis of Certain Test of Independence in Structural Systems

DOI10.2307/2526402zbMATH Open0376.62087OpenAlexW2053860597MaRDI QIDQ4153526FDOQ4153526

Authors: Nagesh S. Revankar 

Publication date: 1978

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526402

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cited In (9)

• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• Testing exogeneity in overidentified models
• 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
• A remark on a generalized specification test
• The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors

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