File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1016/S0165-1765(96)00917-2
- Scopus: eid_2-s2.0-0030273867
- WOS: WOS:A1996WQ40700004
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: Bootstrapping Hausman's exogeneity test
| Title | Bootstrapping Hausman's exogeneity test |
|---|---|
| Authors | |
| Keywords | Bootstrap Exogeneity |
| Issue Date | 1996 |
| Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecolet |
| Citation | Economics Letters, 1996, v. 53 n. 2, p. 139-143 How to Cite? |
| Abstract | This paper compares, via simulations, the performance of Hausman's test of exogeneity based on first-order asymptotics and a bootstrap procedure in i.i.d. samples. The result shows that a third-order correct bootstrap-based inference procedure performs substantially better than the first-order asymptotics. |
| Persistent Identifier | http://hdl.handle.net/10722/177660 |
| ISSN | 2023 Impact Factor: 2.1 2023 SCImago Journal Rankings: 0.729 |
| ISI Accession Number ID | |
| References |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Wong, KF | en_US |
| dc.date.accessioned | 2012-12-19T09:39:27Z | - |
| dc.date.available | 2012-12-19T09:39:27Z | - |
| dc.date.issued | 1996 | en_US |
| dc.identifier.citation | Economics Letters, 1996, v. 53 n. 2, p. 139-143 | en_US |
| dc.identifier.issn | 0165-1765 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10722/177660 | - |
| dc.description.abstract | This paper compares, via simulations, the performance of Hausman's test of exogeneity based on first-order asymptotics and a bootstrap procedure in i.i.d. samples. The result shows that a third-order correct bootstrap-based inference procedure performs substantially better than the first-order asymptotics. | en_US |
| dc.language | eng | en_US |
| dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecolet | en_US |
| dc.relation.ispartof | Economics Letters | en_US |
| dc.subject | Bootstrap | en_US |
| dc.subject | Exogeneity | en_US |
| dc.title | Bootstrapping Hausman's exogeneity test | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Wong, KF: kafuwong@hkucc.hku.hk | en_US |
| dc.identifier.authority | Wong, KF=rp01111 | en_US |
| dc.description.nature | link_to_subscribed_fulltext | en_US |
| dc.identifier.doi | 10.1016/S0165-1765(96)00917-2 | en_US |
| dc.identifier.scopus | eid_2-s2.0-0030273867 | en_US |
| dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0030273867&selection=ref&src=s&origin=recordpage | en_US |
| dc.identifier.volume | 53 | en_US |
| dc.identifier.issue | 2 | en_US |
| dc.identifier.spage | 139 | en_US |
| dc.identifier.epage | 143 | en_US |
| dc.identifier.isi | WOS:A1996WQ40700004 | - |
| dc.publisher.place | Netherlands | en_US |
| dc.identifier.scopusauthorid | Wong, KF=8872594700 | en_US |
| dc.identifier.issnl | 0165-1765 | - |