The maximum number of parameters for the Hausman test when the estimators are from different sets of equations

DOI10.1016/j.econlet.2014.03.005zbMath1293.62042OpenAlexW2120149879MaRDI QIDQ397926

Kazumitsu Nawata, Michael McAleer

Publication date: 12 August 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.03.005

zbMATH Keywords

specification testHausman testBox-Cox modelinstrumental variable (IV) modelnumber of parameterssample selection bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Cites Work

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• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
• Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
• A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
• A Remark on Hausman's Specification Test
• An Analysis of Transformations Revisited
• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• Sample Selection Bias as a Specification Error
• Specification Tests in Econometrics
• Errors in Variables

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