On the finite sample performance of exogeneity tests of revankar, revankar and hartley and wu-hausman

References

• Anderson , T. W. , Morimune , K. and Sawa , T. 1983 . The Numerical Values of Some Key Parameters in Econometric Models . Journal of Econometrics , 21 : 229 – 243 .
   Web of Science ®Google Scholar
• Anderson , T. W. and Sawa , T. 1979 . Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate . Econornetrica , 47 : 163 – 182 .
   Web of Science ®Google Scholar
• Hausman , J. 1978 . Specification Tests in Econometrics . Econornetrica , 46 : 1251 – 1271 .
   Web of Science ®Google Scholar
• Hausman , J. A. and Taylor , W. E. 1981 . A Generalized Specification Test . Economic Letters , 8 : 239 – 245 .
   Web of Science ®Google Scholar
• Hillier , G. H. 1987 . Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems . Econometric Theory , 3 : 1 – 44 .
   Google Scholar
• Holly , A. 1982 . A Simple Procedure for Testing Whether a Subset of Endogenous Variables is Independent of the Disturbance Term in a Structural Equation , Ecole de HEC, , Switzerland : Universite de Lausane . Working Paper
   Google Scholar
• Kariya , T. 1983 . The Non-Unbiasedness of the Wu Test . The Economic Studies Quarterly , 34 : 179 – 183 .
   Google Scholar
• Kariya , T. and Hodoshima , J. 1980 . Finite Sample Properties of Tests of Independence in Structural Systems and the LRT . The Economic Studies Quarterly , 31 : 45 – 56 .
   Google Scholar
• Meepagala , G. 1986 . “ On the Finite Sample Properties of Some Exogeneity Test Statistics ” . SUNY at Albany . Working Paper
   Google Scholar
• Nakamura , A. and Nakamura , M. 1981 . On the Relationship Among Several Specification Error Tests Presented by Durbi., Wu and Hausman . Econornetrica , 49 : 1583 – 1588 .
   Web of Science ®Google Scholar
• Phillips , P. C. B. 1983 . “ Exact Small Sample Theory in the Simultaneous Equations Model ” . In Handbook of Econometrics , Edited by: Griliches , Z. and Intriligator , M. D. Vol. 1 , North-Holland .
   Google Scholar
• Revankar , N. S. 1978 . Asymptotic Relative Efficiency Analysis of Certain Tests of Independence in Structural Systems . International Economic Review , 19 : 165 – 179 .
   Web of Science ®Google Scholar
• Revankar , N. S. and Hartley , M. J. 1973 . An Independence Test and Conditional Unbiased Predictions in the Context of Simultaneous Equations Systems . International Economic Review , 14 : 625 – 631 .
   Google Scholar
• Richardson , D. H. and Rohr , R. J. 1983 . “ An Experimental Study of Two Stage Least Squares Distributions in Equations Containing Three Endogenous Variables ” . In Advances in Econometrics , Edited by: Basmann , R. L. and Rhodes , G. F. Vol. 2 , JAI Press .
   Google Scholar
• Spencer , D. E. and Berk , K. N. 1981 . A Limited information Specification Test . Econornetrica , 49 : 1079 – 1085 .
   Web of Science ®Google Scholar
• Wu , D.-M. 1973 . Alternative Tests of Independence Between Stochastic Regressors and disturbances . Econornetrica , 41 : 733 – 750 .
   Web of Science ®Google Scholar
• Wu , D. 1974 . Alternative Tests of Independence Between Stochastic Regressors and the disturbance Term . Econornetrica , 42 : 529 – 546 .
   Web of Science ®Google Scholar