A remark on a generalized specification test |
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Authors: | De-Min Wu |
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Institution: | University of Kansas, Lawrence, KS 66045, USA |
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Abstract: | In testing orthogonality of a set of regressors when there exist other regressors known to be endogenous or exogenous, the appropriate test should be based on the difference between two estimators of the coefficients of regressors whose orthogonality is being tested. |
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Keywords: | |
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