Tests of Independence in Separable Econometric Models: Theory and Application

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dc.creatorBrown, Donald J.
dc.creatorDeb, Rahul
dc.creatorWegkamp, Marten
dc.date2017-04-01T17:38:16Z
dc.date.accessioned2026-07-09T04:01:08Z
dc.descriptionA common stochastic restriction in econometric models separable in the latent variables is the assumption of stochastic independence between the unobserved and observed exogenous variables. Both simple and composite tests of this assumption are derived from properties of independence empirical processes and the consistency of these tests is established. As an application, we stimulate estimation of a random quasilinear utility function, where we apply our tests of independence.
dc.identifierdoi:10.22004/ag.econ.28395
dc.identifierhttps://ageconsearch.umn.edu/record/28395/files/dp060946.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/28395
dc.identifier.urihttp://hdl.handle.net/123456789/543569
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/28395
dc.titleTests of Independence in Separable Econometric Models: Theory and Application
dc.typeText

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