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

Lawrence Dacuycuy

Economics Bulletin, 2005, vol. 3, issue 21, 1-6

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.

Keywords: nonparametric; consistent; tests (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2005-05-02
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Citations: View citations in EconPapers (1)

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