Testing Superexogeneity and Invariance in Regression Models.
This paper introduces tests of superexogeneity and invariance. Under the null hypothesis, the conditional model exhibit s parameter constancy while under the alternative shifts in the proces s of the independent variables induces shifts in the conditional model. The test is sensitive to particular t...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
1993
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