Bootstrap tests for overidentification in linear regression models
Year of publication: |
2014
|
---|---|
Authors: | Davidson, Russell ; MacKinnon, James G. |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Sargan test | Basmann test | Anderson-Rubin test | weak instruments | bootstrap P value |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 768672112 [GVK] hdl:10419/97469 [Handle] RePEc:qed:wpaper:1318 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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Bootstrap tests for overidentification in linear regression models
Davidson, Russell, (2014)
-
Bootstrap tests for overidentification in linear regression models
Davidson, Russell, (2015)
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Bootstrap tests for overidentification in linear regression models
Davidson, Russell, (2015)
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Inflation and the Savings Rate
Davidson, Russell, (1982)
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Convenient Specification Tests for Logit and Probit Models
Davidson, Russell, (1982)
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Heteroskedasticity-Robust Tests in Regression Directions
Davidson, Russell, (1985)
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