Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/26986 
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dc.contributor.authorBrown, Donald J.en
dc.contributor.authorDeb, Rahulen
dc.contributor.authorWegkamp, Marten H.en
dc.date.accessioned2009-08-06T09:44:32Z-
dc.date.available2009-08-06T09:44:32Z-
dc.date.issued2006-
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
dc.language.isoengen
dc.publisher|aYale University, Economic Growth Center |cNew Haven, CTen
dc.relation.ispartofseries|aCenter Discussion Paper |x946en
dc.subject.jelC12en
dc.subject.jelC13en
dc.subject.jelC30en
dc.subject.jelC52en
dc.subject.ddc330en
dc.subject.keywordCramér-von Mises distanceen
dc.subject.keywordempirical independence processesen
dc.subject.keywordrandom utility modelsen
dc.subject.keywordsemiparametric econometric modelsen
dc.subject.keywordspecification test of independenceen
dc.titleTests of independence in separable econometric models: theory and application-
dc.type|aWorking Paperen
dc.identifier.ppn593314387en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:egc:wpaper:946en

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