Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models

DOI10.1016/0165-1765(94)90103-1zbMath0794.62038OpenAlexW2031660213MaRDI QIDQ1327961

J. P. Hutton, Leslie G. Godfrey

Publication date: 8 September 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90103-1

zbMATH Keywords

numerical exampleerrors-in-variablessimultaneitymisspecificationsasymptotic independence of testslinear multiple regression modeltwo-part test procedure

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Generalized method of moments specification testing
• Misspecification tests and their uses in econometrics
• Specification Tests in Econometrics
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