Pages that link to "Item:Q375033"
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The following pages link to The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors (Q375033):
Displaying 13 items.
- On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance (Q374783) (← links)
- Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model (Q583808) (← links)
- Some useful equivalence properties of Hausman's test (Q899729) (← links)
- A test of the independence of subsets of instrumental variables and regressors (Q899847) (← links)
- Algebraic equivalences among Wald, LM and Hausman's tests in the linear regression model (Q899877) (← links)
- A note on the equivalence of specification tests in the two-factor multivariate variance components model (Q1084827) (← links)
- The Lagrangean multiplier test for a model with two selectivity criteria (Q1193001) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression (Q2859552) (← links)
- On tests of independence between stochastic regressors and disturbances (Q3028105) (← links)
