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

DOI10.2307/2526402MaRDI QIDQ4153526zbMATH OpenOpenAlexFDO

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

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

Cited in

(9)

• On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
• Tests of overidentification and predeterminedness in simultaneous equation models
• Asymptotic robustness of tests of overidentification and predeterminedness
• Model specification and endogeneity
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• Testing exogeneity in overidentified models
• 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
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models

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