Hahn-Hausman test as a specification test
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Publication:738140
DOI10.1016/j.jeconom.2011.10.005zbMath1441.62791OpenAlexW1982595910MaRDI QIDQ738140
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.10.005
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
Related Items (7)
ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS ⋮ A robust test of exogeneity based on quantile regressions ⋮ Testing many restrictions under heteroskedasticity ⋮ Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory ⋮ Minimum distance approach to inference with many instruments ⋮ Testing Endogeneity with High Dimensional Covariates ⋮ INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS
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