Godfrey, L G and Santos Silva, Joao M C (2007) A note on variable addition tests for linear and log-linear models. Economics Letters, 95 (3). pp. 422-427.
Godfrey, L G and Santos Silva, Joao M C (2007) A note on variable addition tests for linear and log-linear models. Economics Letters, 95 (3). pp. 422-427.
Godfrey, L G and Santos Silva, Joao M C (2007) A note on variable addition tests for linear and log-linear models. Economics Letters, 95 (3). pp. 422-427.
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.
| Item Type: | Article |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences > Economics, Department of |
| Depositing User: | Jim Jamieson |
| Date Deposited: | 07 Aug 2012 11:46 |
| Last Modified: | 07 Aug 2012 11:46 |
| URI: | http://repository.essex.ac.uk/id/eprint/3555 |