Testing Based on Empirical Likelihood for Partially Linear Models with Instrumental Variables

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This paper considers the model testing for partially linear models with instrumental variables. By combining the instrumental variable method and the empirical likelihood method, an instrumental variable type testing procedure is proposed. The proposed testing procedure can attenuate the effect of endogeneity of covariates. Some simulations imply that the instrumental variable based empirical likelihood testing method is more poweful.

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Edited by:

Li Qiang

Pages:

500-504

Citation:

P. X. Zhao, "Testing Based on Empirical Likelihood for Partially Linear Models with Instrumental Variables", Applied Mechanics and Materials, Vol. 624, pp. 500-504, 2014

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August 2014

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