Tests of Independence in Separable Econometric Models: Theory and Application
作者： Marten H. Wegkamp , Rahul Deb , Donald J. Brown
DOI:
关键词: Independence (mathematical logic) 、 Latent variable 、 Quasilinear utility 、 Simple (abstract algebra) 、 Function (mathematics) 、 Consistency (statistics) 、 Econometric model 、 Separable space 、 Econometrics 、 Economics
摘要: A common stochastic restriction in econometric models separable the latent variables is assumption of independence between unobserved and observed exogenous variables. Both simple composite tests this are derived from properties empirical processes consistency these established. As an application, we stimulate estimation a random quasilinear utility function, where apply our independence.
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