Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Firmin Doko Tchatoka, Jean-Marie Dufour
| Year of publication: |
2020
|
|---|---|
| Authors: | Doko Tchatoka, Firmin ; Dufour, Jean-Marie |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 218.2020, 2, p. 390-418
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| Subject: | Durbin-Wu-Hausman test | Exogeneity | Finite-sample theory | Identification robust | Incomplete model | Invariance | Monte Carlo test | Non-Gaussian | Pivotal | Power | Weak identification | Weak instrument | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483007