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
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
Journal title :
Economics Letters