Effects on inference of pretesting the exogeneity of a regressor
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References listed on IDEAS
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
- Wong, Ka-fu, 1996. "Bootstrapping Hausman's exogeneity test," Economics Letters, Elsevier, vol. 53(2), pages 139-143, November.
- Hausman, Jerry, 2015.
"Specification tests in econometrics,"
Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 38(2), pages 112-134.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chmelarova, Viera & Hill, R. Carter, 2010. "The Hausman pretest estimator," Economics Letters, Elsevier, vol. 108(1), pages 96-99, July.
- Doko Tchatoka, Firmin Sabro, 2012.
"Specification Tests with Weak and Invalid Instruments,"
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.
- Breusch, Trevor & Ward, Michael B. & Nguyen, Hoa Thi Minh & Kompas, Tom, 2011. "On the Fixed-Effects Vector Decomposition," Political Analysis, Cambridge University Press, vol. 19(2), pages 123-134, April.
- 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.
- Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
- Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics Working Papers 2014-06, University of Adelaide, School of Economics.
- Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," MPRA Paper 47485, University Library of Munich, Germany.
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