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A note on specification testing in some structural regression models
- Source :
- Centre for Microdata Methods and Practice
- Publisher :
- Centre for Microdata Methods and Practice
-
Abstract
- There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidentiļ¬cation tests, as a single artiļ¬cial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical example and some Monte Carlo results.
- Subjects :
- ems
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- Centre for Microdata Methods and Practice
- Accession number :
- edsair.core.ac.uk....fc178433af7c25362b98049c3e09a7a2