| ID | 262242 |
| Title Proper | Durbin-Wu-Hausman test for nonlinear two error components models robust Heteroskedasticity |
| Language | ENG |
| Author | Institute of Social and Economic Research, Osaka University, Osaka ; Yoshida, Atsushi |
| Summary / Abstract (Note) | Discussion Paper No.300 |
| `In' analytical Note | In Institute of Social and Economic Research, Osaka University, Osaka & Shintani, Mototsugu: Excess smoothness of consumption in Japan. Osaka. Osaka University, May 1993. -(ISER GL/93/299- G00016)
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| Journal Source | In Institute of Social and Economic Research, Osaka University, Osaka & Shintani, Mototsugu: Excess smoothness of consumption in Japan. Osaka. Osaka University, May 1993. -(ISER GL/93/299- G00016)
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| Classification Number | ISER |
| Key Words | Amemiya's PGLS ; Nonlinear models ; Instrumental variables method ; Error components models ; Heteroskedasticity ; Durbin-Wu-Hausman test ; Asymptotic efficiency |