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Article: Bootstrapping Hausman's exogeneity test

TitleBootstrapping Hausman's exogeneity test
Authors
KeywordsBootstrap
Exogeneity
Issue Date1996
PublisherElsevier 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?
AbstractThis 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 Identifierhttp://hdl.handle.net/10722/177660
ISSN
2015 Impact Factor: 0.603
2015 SCImago Journal Rankings: 0.612
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorWong, KFen_US
dc.date.accessioned2012-12-19T09:39:27Z-
dc.date.available2012-12-19T09:39:27Z-
dc.date.issued1996en_US
dc.identifier.citationEconomics Letters, 1996, v. 53 n. 2, p. 139-143en_US
dc.identifier.issn0165-1765en_US
dc.identifier.urihttp://hdl.handle.net/10722/177660-
dc.description.abstractThis 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.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecoleten_US
dc.relation.ispartofEconomics Lettersen_US
dc.subjectBootstrapen_US
dc.subjectExogeneityen_US
dc.titleBootstrapping Hausman's exogeneity testen_US
dc.typeArticleen_US
dc.identifier.emailWong, KF: kafuwong@hkucc.hku.hken_US
dc.identifier.authorityWong, KF=rp01111en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1016/S0165-1765(96)00917-2en_US
dc.identifier.scopuseid_2-s2.0-0030273867en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0030273867&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume53en_US
dc.identifier.issue2en_US
dc.identifier.spage139en_US
dc.identifier.epage143en_US
dc.identifier.isiWOS:A1996WQ40700004-
dc.publisher.placeNetherlandsen_US
dc.identifier.scopusauthoridWong, KF=8872594700en_US

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