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  • Search: subject:"Variable addition test"
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Year of publication
Subject
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Variable addition test 4 Average structural function 2 Control function 2 Estimation theory 2 Linear exponential family 2 MIDAS 2 Quasi-maximum likelihood 2 Schätztheorie 2 Aggregation 1 Endogeneity 1 Exogeneity test 1 Forecasting model 1 Forecasting model comparison 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Mixed-frequency model 1 Nichtlineare Regression 1 Nonlinear regression 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Retail gasoline prices 1 Statistical test 1 Statistischer Test 1 Temporal aggregation 1 Threshold regression model 1 Time series analysis 1 Zeitreihenanalyse 1 forecasting model comparison 1 mixed-frequency model 1 temporal aggregation 1 variable addition test 1
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Online availability
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Free 2 Undetermined 2
Type of publication
All
Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Conference paper 1 Graue Literatur 1 Konferenzbeitrag 1 Non-commercial literature 1 Working Paper 1
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Language
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Undetermined 3 English 2
Author
All
Miller, J. Isaac 2 Wooldridge, Jeffrey M. 2 Massacci, Daniele 1
Institution
All
Economics Department, University of Missouri 1
Published in...
All
Economics Letters 1 Journal of Econometrics 1 Journal of econometrics 1 Working Papers / Economics Department, University of Missouri 1 Working paper series / Department of Economics, University of Missouri-Columbia 1
Source
All
RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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Simple robust tests for the specification of high-frequency predictors of a low-frequency series
Miller, J. Isaac - 2014
Persistent link: https://www.econbiz.de/10010403018
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Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series
Miller, J. Isaac - Economics Department, University of Missouri - 2014
I propose two simple variable addition test statistics for three tests of the specification of high …
Persistent link: https://www.econbiz.de/10010933600
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Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Wooldridge, Jeffrey M. - In: Journal of econometrics 182 (2014) 1, pp. 226-234
Persistent link: https://www.econbiz.de/10010497086
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Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Wooldridge, Jeffrey M. - In: Journal of Econometrics 182 (2014) 1, pp. 226-234
I propose a quasi-maximum likelihood framework for estimating nonlinear models with continuous or discrete endogenous explanatory variables. Joint and two-step estimation procedures are considered. The joint procedure is a quasi-limited information maximum likelihood procedure, as one or both of...
Persistent link: https://www.econbiz.de/10010785280
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A variable addition test for exogeneity in structural threshold models
Massacci, Daniele - In: Economics Letters 120 (2013) 1, pp. 5-9
This paper proposes a variable addition test for exogeneity in threshold regression models with potentially endogenous …
Persistent link: https://www.econbiz.de/10010665679
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