All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

 
Lawrence Dacuycuy
 
''A note on the comparative performance of the Zheng and Elisson-Elisson tests for omitted variables in regression models''
( 2005, Vol. 3 No.21 )
 
 
In this study, we compare the performance of the Zheng (1996) and Elisson-Elisson (2000) tests for omitted variable problems in parametric regression models. The study finds that the Elisson and Elisson test has better finite sample performance relative to the Zheng test. The results also confirm the suitability of the Elisson and Elisson test for testing models in multi dimensional settings.
 
 
Keywords: nonparametric consistent tests
JEL: C1 - Econometric and Statistical Methods: General
 
Manuscript Received : May 02 2005 Manuscript Accepted : May 02 2005

  This abstract has been downloaded 658 times                The Full PDF of this paper has been downloaded 87735 times