Testing exogeneity in overidentified models

DOI10.1007/BF02589031MaRDI QIDQ3598252zbMATH OpenOpenAlexFDO

Authors Nunzio Cappuccio, Renzo Orsi

Publication date 3 February 2009

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02589031

zbMATH Keywords

exogeneity testsincomplete modelslimited information analysisoveridentifying restrictions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

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• Exogeneity
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Cited in

(5)

• Effects on inference of pretesting the exogeneity of a regressor
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
• scientific article; zbMATH DE number 4039095 (Why is no real title available?)
• Testing exogeneity in a probit model

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