Pages that link to "Item:Q4181115"

The following pages link to Specification Tests in Econometrics (Q4181115):

Displaying 50 items.

• A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix (Q82361) (← links)
• Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
• Consistent model specification tests (Q91781) (← links)
• A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
• Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
• Detecting and testing causality in linear econometric models (Q145819) (← links)
• Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions (Q262727) (← links)
• Nonparametric specification tests for conditional duration models (Q262795) (← links)
• Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
• A zero-inflated ordered probit model, with an application to modelling tobacco consumption (Q289199) (← links)
• Testing slope homogeneity in large panels (Q290939) (← links)
• Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
• Diagnostic testing for cointegration (Q291113) (← links)
• Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
• Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
• Exogeneity in structural equation models (Q291716) (← links)
• Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
• Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← links)
• Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients (Q295554) (← links)
• Panel data methods for fractional response variables with an application to test pass rates (Q295559) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• A logit model with endogenous explanatory variables and network externalities (Q301083) (← links)
• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• Tests for price endogeneity in differentiated product models (Q312343) (← links)
• Assessing the business values of information technology and e-commerce independently and jointly (Q319687) (← links)
• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• 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 J-test as a Hausman specification test (Q374830) (← links)
• The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors (Q375033) (← links)
• Pooling cross sections with unequal time-series lengths (Q375100) (← links)
• Transport costs and China's exports: some empirical evidences (Q394474) (← links)
• The maximum number of parameters for the Hausman test when the estimators are from different sets of equations (Q397926) (← links)
• A Hausman test for non-ignorability (Q429125) (← links)
• Specification tests and tests for overidentifying restrictions in panel data models with selection (Q433714) (← links)
• Detecting random-effects model misspecification via coarsened data (Q452664) (← links)
• Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
• The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals (Q500567) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Testing for weak identification in possibly nonlinear models (Q530604) (← links)
• The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity (Q530968) (← links)
• Detecting multiple outliers with an application to R \& D productivity (Q583821) (← links)
• Estimation with unbalanced panel data having covariate measurement error (Q607198) (← links)
• On the performance of West's bubble test: a simulation approach (Q613258) (← links)
• Assessing the bias due to non-coverage of residential movers in the German microcensus panel: an evaluation using data from the socio-economic panel (Q636183) (← links)
• A robust test of specification based on order statistics (Q650728) (← links)
• Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875) (← links)
• Testing for the exogeneity of real income in models of the poverty process (Q674347) (← links)
• From association to causation via regression (Q679036) (← links)