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A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results

Listed author(s):
  • Dikaios Tserkezos


    (Department of Economics, University of Crete, Greece)

  • Konstantinos Tsagarakis

No abstract is available for this item.

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Paper provided by University of Crete, Department of Economics in its series Working Papers with number 0821.

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Length: 10 pages
Date of creation: 03 Jun 2008
Publication status: Published
Handle: RePEc:crt:wpaper:0821
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  1. Dagenais, Marcel G., 1976. "Incomplete observations and simultaneous-equations models," Journal of Econometrics, Elsevier, vol. 4(3), pages 231-241, August.
  2. Sargan, J D & Drettakis, E G, 1974. "Missing Data in an Autoregressive Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 39-58, February.
  3. E. G. Drettakis, 1973. "Missing Data in Econometric Estimation," Review of Economic Studies, Oxford University Press, vol. 40(4), pages 537-552.
  4. Dimitris Georgoutsos & George Kouretas & Dikaios Tserkezos, "undated". "Temporal Aggregation In Structural Var Models," Working Papers 9505, University of Crete, Department of Economics.
  5. Gilbert, Christopher L., 1977. "Regression using mixed annual and quarterly data," Journal of Econometrics, Elsevier, vol. 5(2), pages 221-239, March.
  6. Oguchi, Noriyoshi & Fukuchi, Takao, 1990. "On Temporal Aggregation of Linear Dynamic Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(1), pages 187-193, February.
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