Search Results - subject:"Sargan Test"

Determinants of behaviour of working capital requirements of BSE listed companies: An empirical study using co-integration techniques and generalised method of moments

Sharma, Rakesh Kumar; Bakshi, Apurva; Chhabra, Sheena - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-30

The paper investigates the determinants of working capital to forecast the future requirement of working capital of BSE-listed top 150 companies in India. The study is conducted by collecting the data of 150 top-performing BSE listed companies for the time period of 2009-2017. The ten firm-level...

Persistent link: https://www.econbiz.de/10012657565

Determinants of behaviour of working capital requirements of BSE listed companies : an empirical study using co-integration techniques and generalised method of moments

Sharma, Rakesh Kumar; Bakshi, Apurva; Chhabra, Sheena - In: Cogent economics & finance 8 (2020) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10012219679

The relationship between virtual water exports and the country’s water resources inventory

Hejabi, Shaghaegh; Yousefi, Tahereh Akhoondzadeh - In: Iranian economic review : journal of University of Tehran 23 (2019) 3, pp. 693-713

Persistent link: https://www.econbiz.de/10012153282

Bootstrap tests for overidentification in linear regression models

Davidson, Russell; MacKinnon, James G. - In: Econometrics 3 (2015) 4, pp. 825-863

We study the finite-sample properties of tests for overidentifying restrictions in linear regression models with a single endogenous regressor and weak instruments. Under the assumption of Gaussian disturbances, we derive expressions for a variety of test statistics as functions of eight...

Persistent link: https://www.econbiz.de/10011755304

Bootstrap tests for overidentification in linear regression models

Davidson, Russell; MacKinnon, James G. - In: Econometrics : open access journal 3 (2015) 4, pp. 825-863

Persistent link: https://www.econbiz.de/10011411381

Bootstrap tests for overidentification in linear regression models

Davidson, Russell; MacKinnon, James G. - 2014

Despite much recent work on the finite-sample properties of estimators and tests for linear regression models with a single endogenous regressor and weak instruments, little attention has been paid to tests for overidentifying restrictions in these circumstances. We study asymptotic tests for...

Persistent link: https://www.econbiz.de/10010368288

Bootstrap tests for overidentification in linear regression models

Davidson, Russell; MacKinnon, James G. - Economics Department, Queen's University - 2014

Little attention has been paid to the finite-sample properties of tests for overidentifying restrictions in linear regression models with a single endogenous regressor and weak instruments. We study several such tests in models estimated by instrumental variables (IV) and limited-information...

Persistent link: https://www.econbiz.de/10010757310

Testing the validity of instruments in an exactly identified equation

Ventura, Marco - In: International journal of computational economics and … 8 (2018) 2, pp. 159-169

Persistent link: https://www.econbiz.de/10011865278

Confidence sets based on inverting Anderson-Rubin tests

Davidson, Russell; MacKinnon, James G. - 2011

Economists are often interested in the coefficient of a single endogenous explanatory variable in a linear simultaneous equations model. One way to obtain a confidence set for this coefficient is to invert the Anderson-Rubin test. The AR confidence sets that result have correct coverage under...

Persistent link: https://www.econbiz.de/10010290355

A cautionary note on tests for overidentifying restrictions

Parente, Paulo M. D. C.; Silva, João Santos - 2011

Persistent link: https://www.econbiz.de/10009423314