Practical steps to improve specification testing

DOI10.1007/978-3-030-77094-5_8zbMath1497.62333OpenAlexW3184428955MaRDI QIDQ2086146

Mark E. Schaffer, Austin Nichols

Publication date: 25 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-77094-5_8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Generalized reduced rank tests using the singular value decomposition
• On the testing of correlated effects with panel data
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• Instrumental Variables Regression with Weak Instruments
• Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• The ASA Statement on p-Values: Context, Process, and Purpose

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