On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments
Year of publication: |
2012-07-06
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Authors: | Doko Tchatoka, Firmin |
Institutions: | School of Economics and Finance, Tasmanian School of Business and Economics |
Subject: | Partial exogeneity | sized distortions | weak identification |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published by the University of Tasmania. Discussion paper 2012-04 Number 15061 9 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
Source: |
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Doko Tchatoka, Firmin, (2012)
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Identification, Weak Instruments and Statistical Inference in Econometrics
DUFOUR, Jean-Marie, (2003)
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Identification, Weak Instruments and Statistical Inference in Econometrics
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Specification tests with weak and invalid instruments
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On bootstrap validity for specification tests with weak instruments
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