Bootstrapping Hausman's exogeneity test

Economics Letters

Volumn 53, Issue 2, 1996, Pages 139-143

  Wong, Ka Fu ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Bootstrap; Exogeneity

Indexed keywords

EID: 0030273867     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(96)00917-2     Document Type: Article

References (10)

1. Beran, R. and G.R. Ducharme, 1991, Asymptotic theory for bootstrap methods in statistics (Centre de Recherches Mathematiques).
2. Bowden, R.J. and D.A. Turkington, 1984, Instrumental variables (Cambridge University Press, Cambridge, Cambs.).
3. Davidson, R. and J.G. MacKinnon, 1993, Estimation and inference in econometrics (Oxford University Press, Oxford).
4. Efron, B. and R.J. Tibshirani, 1993, An introduction to the bootstrap (Chapman and Hall, London).
5. Greene, W.H., 1993, Econometric analysis (Macmillan, London).
6. Hall, P., 1992, The bootstrap and edgeworth expansion (Springer, Berlin).
7. Hausman, J.A., 1978, Specification tests in econometrics, Econometrica 46, 1251-1270.
8. Meepagala, G., 1992, On the finite sample performance of exogeneity tests of Revankar, Revankar and Hartley and Wu-Hausman, Econometric Reviews 11, 337-353.
9. Politis, D.N. and J.P. Romano, 1994, The stationary bootstrap, Journal of the American Statistical Association 89, 1303-1313.
10. Staiger, D. and J.H. Stock, 1994, Instrumental variables regression with weak instruments, NBER Technical Working Paper 151.