Heteroskedasticity-Robust Tests in Regressions Directions
- 1 January 1985
- journal article
- Published by JSTOR in Annales de L'insee
- No. 59/60,p. 183
- https://doi.org/10.2307/20076563
Abstract
We develop simple procedures to test for omitted variables and perform other tests in regression directions, which are asymptotically valid in the presence of h...Keywords
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