Testing independence between exogenous variables and unobserved errors

DOI10.1080/07474938.2022.2039493OpenAlexW4224034144MaRDI QIDQ5867567FDOQ5867567

Authors: Shuo Li, Liuhua Peng, Yundong Tu 

Publication date: 14 September 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2022.2039493

zbMATH Keywords

quantile regressionmultiple testingmultiplier bootstrapinstrumental variables estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited In (4)

• A bias-adjusted LM test of error cross-section independence
• Erratum to ``Testing for selectivity in the dependence of random variables on external factors
• Testing a conditional form of exogeneity
• Independence tests in the presence of measurement errors: an invariance law

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