The Effect of Pseudo-Exogenous Instrumental Variables on Hausman Test

DOI10.1080/03610910903447833zbMath1183.62115OpenAlexW1781749532MaRDI QIDQ5305510

Jinook Jeong, Byung Ho Yoon

Publication date: 22 March 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/9792/2/MPRA_paper_9792.pdf

zbMATH Keywords

endogeneityinstrumental variableHausman test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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