Title of article
The block bootstrap test of Hausmanʹs exogeneity in the presence of serial correlation
Author/Authors
Jing Li، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
7
From page
76
To page
82
Abstract
The conventional Hausmanʹs exogeneity test is corrected for models with serial correlation of unknown form. Using simulations we find that the corrected Hausman test based on the block bootstrap outperforms the corrected test based on the first-order asymptotics.
Keywords
Hausman test , Serial correlation , Block bootstrap , Exogeneity
Journal title
Economics Letters
Serial Year
2006
Journal title
Economics Letters
Record number
435902
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