• Title of article

    A note on variable addition tests for linear and log-linear models

  • Author/Authors

    L.G. Godfrey، نويسنده , , J.M.C. Santos Silva، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    6
  • From page
    422
  • To page
    427
  • Abstract
    Results on variable addition tests for linear and log-linear models are unified using an instrumental variables framework, which allows the identification of the specific alternatives for which well-known tests are optimal.
  • Keywords
    Instrumental variables , Internal instruments , Box–Cox transformation
  • Journal title
    Economics Letters
  • Serial Year
    2007
  • Journal title
    Economics Letters
  • Record number

    436247