An Independence Test and Conditional Unbiased Predictions in the Context of Simultaneous Equation Systems

DOI10.2307/2525975zbMath0277.62077OpenAlexW2056920799MaRDI QIDQ4403622

Nagesh S. Revankar, Michael J. Hartley

Publication date: 1973

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

Full work available at URL: https://doi.org/10.2307/2525975

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15)

Related Items (11)

Asymptotic robustness of tests of overidentification and predeterminedness ⋮ On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem ⋮ Model specification and endogeneity ⋮ On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance ⋮ The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors ⋮ Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory ⋮ Tests of overidentification and predeterminedness in simultaneous equation models ⋮ On tests of independence between stochastic regressors and disturbances ⋮ Testing exogeneity in overidentified models ⋮ A unified approach to estimation and orthogonality tests in linear single-equation econometric models ⋮ A general approach to Lagrange multiplier model diagnostics

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