A note on variable addition tests for linear and log-linear models

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.

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Bibliographic details
Volume: 95
Main Author: Godfrey, L.G
Santos Silva, J.M.C
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: LAUSANNE Elsevier B.V 2007
ELSEVIER SCIENCE SA
Elsevier
published in: Economics letters Vol. 95; no. 3; pp. 422 - 427
ORCID: 0000-0001-8009-3531
Data of publication: 2007
ISSN: 0165-1765
1873-7374
EISSN: 1873-7374
Discipline: Economics
Series: Economics Letters
Subjects:
C52
Online Access: available in Bonn?
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2007
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