On using durbin's h-test to validate the partial-adjustment model
From MaRDI portal
Publication:899789
DOI10.1016/0165-1765(86)90114-XzbMATH Open1328.62410MaRDI QIDQ899789FDOQ899789
Authors: Howard E. Doran
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Recommendations
- On the validity of Durbin-Wu-Hausman tests for partial exogeneity with weak identification
- Testing inference in heteroskedastic fixed effects models
- Tests for validity of the semiparametric heteroskedastic transformation model
- Testing for heteroskedasticity in fixed effects models
- Testing heteroscedasticity in partially linear regression models
- Testing for heteroskedasticity in the Tobit and probit models
- Testing for heteroscedasticity in a dynamic simultaneous equation model
- Test for heteroscedasticity in partially linear regression models
- A simple and effective misspecification test for the double-hurdle model
- Testing for heteroskedasticity in two-way fixed effects panel data models
Cites Work
Cited In (1)
This page was built for publication: On using durbin's h-test to validate the partial-adjustment model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899789)