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- Tue Aug 19, 2014 12:24 pm
- Forum: Econometric Discussions
- Topic: heteroskedasticity and Wu-Hausman endogeneity?
- Replies: 0
- Views: 1932
heteroskedasticity and Wu-Hausman endogeneity?
Hey this might be a simple question, but does anyone know what the effects are of heteroskedasticity and/or auto-correlation in the errors in a 2sls fixed effect panel model on the wu-hausman endogeneity test and it's assumptions for the instruments? Am I right in assuming that the exogeneity tests ...