The determinants of cumulative endogeneity bias in multivariate analysis

DOI10.1016/j.jmva.2008.10.010zbMath1159.62043OpenAlexW1995747774MaRDI QIDQ1012531

David J. Mayston

Publication date: 21 April 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.10.010

zbMATH Keywords

sensitivity analysisexogeneityspecification errordiagnostic testssimultaneity bias\(t\)-statisticssimultaneous equations bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Data envelopment analysis, endogeneity and the quality frontier for public services

Cites Work

• On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
• Model specification and endogeneity
• Local sensitivity and diagnostic tests
• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• Specification Tests in Econometrics
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