Effects on inference of pretesting the exogeneity of a regressor

DOI10.1016/S0165-1765(97)00172-9zbMath0896.90051OpenAlexW1984653283WikidataQ128066773 ScholiaQ128066773MaRDI QIDQ1389467

Ka-fu Wong

Publication date: 30 June 1998

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00172-9

zbMATH Keywords

bootstrapexogeneitypretest

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory

Cites Work

• Bootstrapping Hausman's exogeneity test
• Specification Tests in Econometrics
• The Stationary Bootstrap
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