The Hausman pretest estimator
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References listed on IDEAS
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Cited by:
- Doko Tchatoka, Firmin Sabro, 2012.
"Specification Tests with Weak and Invalid Instruments,"
MPRA Paper
40185, University Library of Munich, Germany.
- Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics Working Papers 2014-05, University of Adelaide, School of Economics.
- Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
- 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.
- Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," Working Papers 15064, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Aug 2012.
- Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper 40695, University Library of Munich, Germany.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2014. "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers 2014s-17, CIRANO.
- Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2014. "Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models," Cahiers de recherche 03-2014, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Tae-Hwan Kim & Christophe Muller, 2017.
"A Robust Test of Exogeneity Based on Quantile Regressions,"
AMSE Working Papers
1716, Aix-Marseille School of Economics, Marseille, France.
- Tae-Hwan Kim & Christophe Muller, 2017. "A Robust Test of Exogeneity Based on Quantile Regressions," Working Papers halshs-01508067, HAL.
- Tae-Hwan Kim & Christophe Muller, 2017. "A robust test of exogeneity based on quantile regressions," Post-Print hal-01647506, HAL.
- 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.
- 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 Technological University, School of Social Sciences, Economic Growth Centre.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics Working Papers 2016-01, University of Adelaide, School of Economics.
- Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016.
"Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory,"
Cahiers de recherche
14-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2017. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory," School of Economics Working Papers 2017-01, University of Adelaide, School of Economics.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
- Wang, Yun & Zhang, Yonghui & Zhou, Qiankun, 2016. "A Stein-like estimator for linear panel data models," Economics Letters, Elsevier, vol. 141(C), pages 156-161.
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Keywords
Pretest estimator Hausman test Endogeneity;Statistics
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