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Unformatted text preview: e. Box-cox test f. Bm-test g. PE test h. Ramseys reset test i. Lagrange multiplier test j. Park test k. Glejser test l. Spearmans rank correlation test m. Koenker-Bassett 5. Assumption 5, specification tests, E(Xe)=0 a. Durbin-Watson test b. Ramsey reset test c. Wu-Hausman test. This is the one that really tests for endogeneity. 6. Multicollinearity a. Variance inflation factor b. Theils measure 7. Unit roots a. Dickey-fuller test...
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This note was uploaded on 08/06/2009 for the course ECON 140 taught by Professor Duncan during the Spring '08 term at University of California, Berkeley.
- Spring '08