A note on the comparative performance of the Zheng and Elisson-Elisson tests for omitted variables in regression models

In this study, we compare the performance of the Zheng (1996) and Elisson-Elisson (2000) tests for omitted variable problems in parametric regression models. The study finds that the Elisson and Elisson test has better finite sample performance relative to the Zheng test. The results also confirm the suitability of the Elisson and Elisson test for testing models in multi dimensional settings.

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Year of publication:	2005-05-02
Authors:	Dacuycuy, Lawrence
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2005, 21, p. 1-6
Publisher:	AccessEcon
Subject:	nonparametric consistent tests

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Extent:	application/pdf
Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010630258