• Title of article

    Bootstrapping Hausmanʹs exogeneity test

  • Author/Authors

    Bootstrapping Hausmanʹs exogeneity test ، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    5
  • From page
    139
  • To page
    143
  • Abstract
    This paper compares, vita simulations, the performance of Hausmanʹs test of exogeneity based on first-order asymptotics and a bootstrap procedure in i.i.d. samples. The result shows that to third-order correct bootstrap-based inference procedure performs substantially better than the first-order asymptotics.
  • Keywords
    Exogeneity , Bootstrap
  • Journal title
    Economics Letters
  • Serial Year
    1996
  • Journal title
    Economics Letters
  • Record number

    434207

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434207