Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Firmin Doko Tchatoka (University of Adelaide), Jean-Marie Dufour (McGill University)
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Tchakota, Firmin Doko ; Dufour, Jean-Marie |
| Publisher: |
Adelaide : School of Economics, University of Adelaide |
| Subject: | Exogeneity | Durbin-Wu-Hausman test | weak instrument | incomplete model | non-Gaussian | weak identification | identification robust | finite-sample theory | pivotal | invariance | Monte Carlo test | power | Statistischer Test | Statistical test | Gauß-Prozess | Gaussian process | Robustes Verfahren | Robust statistics | Streuungsmaß | Measure of dispersion | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation |