The determinants of cumulative endogeneity bias in multivariate analysis
type: Item
instance of: scholarly article
title: The determinants of cumulative endogeneity bias in multivariate analysis
zbMATH Open document ID: 1159.62043
published in: Journal of Multivariate Analysis
publication date: 2009-04-21T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 5545812
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: simultaneity bias
zbMATH Keywords: simultaneous equations bias
zbMATH Keywords: specification error
zbMATH Keywords: exogeneity
zbMATH Keywords: \(t\)-statistics
zbMATH Keywords: diagnostic tests
author: David J. Mayston
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.10.010
OpenAlex ID: W1995747774
cites work: Q3843626
cites work: Specification Tests in Econometrics
cites work: Local sensitivity and diagnostic tests
cites work: Q3842627
cites work: On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
cites work: Model specification and endogeneity
cites work: Alternative Tests of Independence between Stochastic Regressors and Disturbances
DOI: 10.1016/J.JMVA.2008.10.010
description: scientific article; zbMATH DE number 5545812