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Center Discussion Papers, Economic Growth Center (EGC), Yale University >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/26986
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Brown, Donald J. | | en_US |
| dc.contributor.author | | Deb, Rahul | | en_US |
| dc.contributor.author | | Wegkamp, Marten H. | | en_US |
| dc.date.accessioned | | 2009-08-06T09:44:32Z | | - |
| dc.date.available | | 2009-08-06T09:44:32Z | | - |
| dc.date.issued | | 2006 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/26986 | | - |
| dc.description.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. As an application, we stimulate estimation of a random quasilinear utility function, where we apply our tests of independence. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Yale Univ., Economic Growth Center New Haven, Conn. | | en_US |
| dc.relation.ispartofseries | | Center discussion paper // Economic Growth Center 946 | | en_US |
| dc.subject.jel | | C12 | | en_US |
| dc.subject.jel | | C13 | | en_US |
| dc.subject.jel | | C30 | | en_US |
| dc.subject.jel | | C52 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Cramér-von Mises distance | | en_US |
| dc.subject.keyword | | empirical independence processes | | en_US |
| dc.subject.keyword | | random utility models | | en_US |
| dc.subject.keyword | | semiparametric econometric models | | en_US |
| dc.subject.keyword | | specification test of independence | | en_US |
| dc.title | | Tests of independence in separable econometric models: theory and application | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 593314387 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Center Discussion Papers, Economic Growth Center (EGC), Yale University
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