A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models

Authors

Lawrence B. Dacuycuy

College

School of Economics

Document Type

Article

Source Title

Economics Bulletin

Volume

3

Issue

21

First Page

1

Last Page

3

Publication Date

2005

Abstract

In this study, we compare the performance of the Zheng (1996) and Elisson-Elisson (2000) tests for omitted variable problems in parametric regression models. The study finds that the Elisson and Elisson test has better finite sample performance relative to the Zheng test. The results also confirm the suitability of the Elisson and Elisson test for testing models in multi dimensional settings.

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Recommended Citation

Dacuycuy, L. B. (2005). A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models. Economics Bulletin, 3 (21), 1-3. Retrieved from https://animorepository.dlsu.edu.ph/faculty_research/6784

Disciplines

Statistics and Probability

Keywords

Instrumental variables (Statistics)

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