Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results
RegWuTest performs a Wu (or Durbin-Wu-Hausman) specification test on a regression just estimated by instrumental variables. Because it works off the last regression, there are no parameters. Wu(1973), "Alternative tests of independence between stochastic regressors and disturbances", Econometrica vol 42, 529-546.
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Volume (Year): 42 (1974)
Issue (Month): 3 (May)
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