Bootstrapping Hausman's exogeneity test
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 53 (1996)
Issue (Month): 2 (November)
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- Doko Tchatoka, Firmin, 2013.
"On bootstrap validity for specification tests with weak instruments,"
16875, University of Tasmania, School of Economics and Finance, revised 05 Aug 2013.
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CIRANO Working Papers
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- Bücker, Michael & Krämer, Walter & Arnold, Matthias, 2012. "A Hausman test for non-ignorability," Economics Letters, Elsevier, vol. 114(1), pages 23-25.
- Jeong, Jinook & Yoon, Byung, 2007. "The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test," MPRA Paper 9792, University Library of Munich, Germany.
- Wong, Ka-fu, 1997. "Effects on inference of pretesting the exogeneity of a regressor," Economics Letters, Elsevier, vol. 56(3), pages 267-271, November.
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