On distribution approximation: A simple comparative study on procedural variation of the Zheng test

College

School of Economics

Document Type

Article

Source Title

Economics Bulletin

Volume

3

Issue

11

First Page

1

Last Page

10

Publication Date

2005

Abstract

The study analyzes the performance of the Zheng test for functional form in different scenarios concerning the distribution approximation of the test statistic. We apply the test statistic for validating simple wage functions.

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Disciplines

Statistics and Probability

Keywords

Econometrics; Variables (Mathematics); Instrumental variables (Statistics)

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