Bootstrapping Hausman's exogeneity test

DOI10.1016/S0165-1765(96)00917-2zbMath0897.90057MaRDI QIDQ1392153

Ka-fu Wong

Publication date: 23 July 1998

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

zbMATH Keywords

bootstrapexogeneity

Mathematics Subject Classification ID

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

Related Items (4)

The block bootstrap test of Hausman's exogeneity in the presence of serial correlation ⋮ Effects on inference of pretesting the exogeneity of a regressor ⋮ A Hausman test for non-ignorability ⋮ Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory

Uses Software

• bootstrap

Cites Work

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• Specification Tests in Econometrics
• The Stationary Bootstrap
• Instrumental Variables Regression with Weak Instruments
• The bootstrap and Edgeworth expansion

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