Posterior Odds for the Hypothesis of Independence between Stochastic Regressors and Disturbances

DOI10.2307/2526453zbMath0492.62028OpenAlexW2079469422MaRDI QIDQ3954654

Roger Alan Reynolds

Publication date: 1982

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526453

zbMATH Keywords

disturbanceslinear modelnoninformative priorsposterior oddsstochastic regressorstesting hypothesis of independence

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (6)

Asymptotic robustness of tests of overidentification and predeterminedness ⋮ Bayesian and non-Bayesian approaches to statistical inference and decision-making ⋮ Model specification and endogeneity ⋮ Convergence of posterior odds ⋮ Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory ⋮ Near exogeneity, weak identification and specification testing: Some asymptotic results

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