A robust test of exogeneity based on quantile regressions-Reference-Cited by-同舟云学术

A robust test of exogeneity based on quantile regressions

Published:2017-05-04 Issue:11 Volume:87 Page:2161-2174
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Kim Tae-Hwan¹,Muller Christophe²

Affiliation:

1. School of Economics, Yonsei University, Seoul, Korea

2. Aix-Marseille University (Aix-Marseille School of Economics), CNRS and EHESS, Aix-en-Provence Cedex, France

Funder

Korean Government

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2017.1319947

Reference29 articles.

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2. Wooldridge J-M. Score diagnostic for linear models estimated by two stage least squares. In: Maddala GS, Phillips PCB, Srinivasan TN, editors. Advances in econometrics and quantitative economics: essays in honor of Professor C.R. Rao. Oxford: Blackwell Ltd., 66–87, Vol. 7, p. 31–51, Jan–March; 1995.

3. Instrument endogeneity and identification-robust tests: Some analytical results

4. Robust M-Tests

5. Two‐stage quantile regression when the first stage is based on quantile regression

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