Testing for omitted variables in partially linear regression models

This study conducts Monte Carlo simulation exercises to determine the finite sample properties of the Fan-Li test [1996] when the interest focuses on uncovering the impact of omitted variables on the semiparametric partially linear model (PLM). The study finds that the Fan-Li test achieves consider...

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Bibliographic Details

Published in:	The Philippine Review of Economics Vol. 46, no. 2 (December 2009), p. 47-61.
Main Author:	Dacuycuy, Lawrence (Author)
Resource Type:	Analytics
Language:	English
Published:	[Quezon City] School of Economics, University of the Philippines 2009.
Subjects:	Econometrics. Econometric models.
Online Access:	https://forms.gle/KZjBv7aRtY6jiL5E9