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Bootstrapping Hausman's exogeneity test

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  • Wong, Ka-fu

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  • Wong, Ka-fu, 1996. "Bootstrapping Hausman's exogeneity test," Economics Letters, Elsevier, vol. 53(2), pages 139-143, November.
    • Handle: RePEc:eee:ecolet:v:53:y:1996:i:2:p:139-143
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    References listed on IDEAS

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    1. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    2. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
    3. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119, Decembrie.
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    Cited by:

    1. Chmelarova, Viera & Hill, R. Carter, 2010. "The Hausman pretest estimator," Economics Letters, Elsevier, vol. 108(1), pages 96-99, July.
    2. Alexandre Dmitriev, 2013. "Institutions and growth: evidence from estimation methods robust to weak instruments," Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1625-1635, May.
    3. Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
    4. Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014. "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 165-187, February.
    5. Robin Winkler, 2015. "Feast or Famine: The Welfare Impact of Food Price Controls in Nazi Germany," Economics Series Working Papers Number 136, University of Oxford, Department of Economics.
    6. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
    7. Yang, Ji-Chung, 2005. "Impact measurement for public investment evaluation: An application to Korea," Journal of Policy Modeling, Elsevier, vol. 27(5), pages 535-551, July.
    8. Wong, Ka-fu, 1997. "Effects on inference of pretesting the exogeneity of a regressor," Economics Letters, Elsevier, vol. 56(3), pages 267-271, November.
    9. Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
    10. Bücker, Michael & Krämer, Walter & Arnold, Matthias, 2012. "A Hausman test for non-ignorability," Economics Letters, Elsevier, vol. 114(1), pages 23-25.
    11. Robin Winkler, 2015. "Feast or Famine: The Welfare Impact of Food Price Controls in Nazi Germany," Oxford Economic and Social History Working Papers _136, University of Oxford, Department of Economics.
    12. Kiviet, Jan F. & Pleus, Milan, 2017. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Econometrics and Statistics, Elsevier, vol. 2(C), pages 1-21.
    13. Jeong, Jinook & Yoon, Byung, 2007. "The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test," MPRA Paper 9792, University Library of Munich, Germany.
    14. Li, Jing, 2006. "The block bootstrap test of Hausman's exogeneity in the presence of serial correlation," Economics Letters, Elsevier, vol. 91(1), pages 76-82, April.
    15. Bergström, Pål, 1999. "Bootstrap Methods and Applications in Econometrics - A Brief Survey," Working Paper Series 1999:2, Uppsala University, Department of Economics.
    16. Donald Larson & Gunnar Breustedt, 2009. "Will Markets Direct Investments Under the Kyoto Protocol? Lessons from the Activities Implemented Jointly Pilots," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 43(3), pages 433-456, July.

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