Title: Tests of Independence in Separable Econometric Models
Abstract: A common stochastic restriction in econometric models separable in the latent variables is the assumption of stochastic independence between the unobserved and observed exogenous variables. Both simple and composite tests of this assumption are derived from properties of independence empirical processes and the consistency of these tests is established.
Publication Year: 2003
Publication Date: 2003-01-01
Language: en
Type: article
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