Estimation and inference in econometrics

By Russell Davidson, James G. MacKinnon. 1994

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1. Stephen Burgess
2. J. Bowden
3. E. Sanderson
4. Qingyuan Zhao
5. George Davey Smith
6. S. Thompson
7. F. Windmeijer
8. Gibran Hemani

Citations in the corpus

• Can you have your Cake and Eat it too? Structural Holes' Influence on Status Accumulation and Market Performance in Collaborative Networks (2008, methodology): “…with respect to finding appropriate instruments: (1) an augmented regression Durbin-Wu-Hausman test for the existence of endogeneity in the models (Davidson and MacKinnon, 1993), (2) a Shea test for the impact of instruments on endogenous variables (Godfrey, 1999), and (3) a test for…”
• Firm and industry effects on firm performance: A generalization and extension for new ventures (2009, methodology): “Still, we conducted a Durbin-Wu-Hausman test by developing a two-stage least squares model ( Davidson and MacKinnon, 1993 ).”
• The Effect of Environmental Corporate Social Responsibility on Environmental Performance and Business Competitiveness: The Mediation of Green Information Technology Capital (2016, methodology): “Due to the possible endogeneity problem in green IT capital, we use the Durbin–Wu–Hausman test to examine whether green IT human capital, green IT structural capital, and green IT relational capital are endogenous variables (Davidson and MacKinnon 1993).”