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On bootstrap validity for specification tests with weak instruments

Doko Tchatoka, Firmin - 2014

Persistent link: https://www.econbiz.de/10010410233

Specification tests with weak and invalid instruments

Doko Tchatoka, Firmin - 2014

Persistent link: https://www.econbiz.de/10010410235

Testing for partial exogeneity with weak identification

Doko Tchatoka, Firmin - 2012

Persistent link: https://www.econbiz.de/10009570246

On bootstrap validity for specification tests with weak instruments

Doko Tchatoka, Firmin - In: The econometrics journal 18 (2015) 1, pp. 137-146

Persistent link: https://www.econbiz.de/10011345987

Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory

Doko Tchatoka, Firmin - 2017

We study the distribution of Durbin-Wu-Hausman (DWH) and Revankar-Hartley (RH) tests for exogeneity from a finite-sample viewpoint, under the null and alternative hypotheses. We consider linear structural models with possibly non-Gaussian errors, where structural parameters may not be identified...

Persistent link: https://www.econbiz.de/10012966708