economia em foco-projeto de extensão ciências econômicas ufsm 1 manual stata 10.1: testes de autocorrelaÇÃo, estacionaridade, co-integraÇÃo, causalidade de granger e modelos arima 5.3 Random-intercept models accommodating endogenous covariates . . 250 5.3.1 Consistent estimation of effects of endogenous

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    estat endogenous : are regressors in the model exogenous? 1 with an unadjusted VCE: the Durbin (1954) and Wu-Hausman statistics 2 with a robust VCE, a robust score test (Wooldrigde 1995) and a robust regression-based test 3 if the test statistic is signi cant, the variables must be treated as endogenous estat overid : tests of over-identifying ...

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    Specifying endogenous covariates One-step and two-step estimators The Windmeijer’s correction of two-step standard errors. Specification tests: AB autocorrelation tests (estat abond, xtanond2) Hansen-Sargan tests (estat sargan, xtabond2) Difference-in-Hansen tests for testing subsets of instruments (xtabond2) Replicating AB (1991)

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