Pages that link to "Item:Q3028105"

The following pages link to On tests of independence between stochastic regressors and disturbances (Q3028105):

Displaying 9 items.

• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance (Q374783) (← links)
• A remark on a generalized specification test (Q374785) (← links)
• The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors (Q375033) (← links)
• Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (Q375034) (← links)
• Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model (Q583808) (← links)
• A test of the independence of subsets of instrumental variables and regressors (Q899847) (← links)
• Exogeneity tests in a truncated structural equation (Q1209895) (← links)
• Distribution theory for some tests of independence of seemingly unrelated regressions (Q1822866) (← links)
• Some applications for Basil's independence theorem in testing econometric models (Q3814626) (← links)