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    A note on specification testing in some Structural Regression Models

    Beckert, Walter (2020) A note on specification testing in some Structural Regression Models. Oxford Bulletin of Economics and Statistics 82 (3), pp. 686-695. ISSN 0305-9049.

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    There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidentification tests, as a single artificial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical example and some Monte Carlo results.


    Item Type: Article
    Additional Information: This is the peer reviewed version of the article, which has been published in final form at the link above. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.
    School: School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Walter Beckert
    Date Deposited: 09 Aug 2019 14:53
    Last Modified: 13 Jun 2021 07:28


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