The equivalence of Hausman and Lagrange Multiplier tests of independence between disturbance and a subset of stochastic regressors
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 17 (1985)
Issue (Month): 1-2 ()
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- Turkington, Darrell A., 1998. "Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 85(1), pages 51-74, July.
- Jan F. KIVIET & Milan PLEUS, 2012. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Economic Growth centre Working Paper Series 1208, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
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