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| Lawrence Dacuycuy |
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| ''A note on the comparative performance of the Zheng and Elisson-Elisson tests for omitted variables in regression models'' |
| ( 2005, Vol. 3 No.21 ) |
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| 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. |
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| Keywords: nonparametric consistent tests |
JEL: C1 - Econometric and Statistical Methods: General
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| Manuscript Received : May 02 2005 | | Manuscript Accepted : May 02 2005 |
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