Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/26986
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dc.contributor.authorBrown, Donald J.en_US
dc.contributor.authorDeb, Rahulen_US
dc.contributor.authorWegkamp, Marten H.en_US
dc.date.accessioned2009-08-06T09:44:32Z-
dc.date.available2009-08-06T09:44:32Z-
dc.date.issued2006en_US
dc.identifier.urihttp://hdl.handle.net/10419/26986-
dc.description.abstractA 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.isoengen_US
dc.publisher|aYale Univ., Economic Growth Center|cNew Haven, Conn.en_US
dc.relation.ispartofseries|aCenter discussion paper // Economic Growth Center|x946en_US
dc.subject.jelC12en_US
dc.subject.jelC13en_US
dc.subject.jelC30en_US
dc.subject.jelC52en_US
dc.subject.ddc330en_US
dc.subject.keywordCramér-von Mises distanceen_US
dc.subject.keywordempirical independence processesen_US
dc.subject.keywordrandom utility modelsen_US
dc.subject.keywordsemiparametric econometric modelsen_US
dc.subject.keywordspecification test of independenceen_US
dc.titleTests of independence in separable econometric models: theory and applicationen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn593314387en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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