Increasing the power of specification tests

DOI10.1016/J.JECONOM.2018.12.012zbMATH Open1452.62200OpenAlexW2903300801WikidataQ128761443 ScholiaQ128761443MaRDI QIDQ2000857FDOQ2000857

Authors: Tiemen Woutersen, Jerry Hausman 

Publication date: 1 July 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/189773

Recommendations

• Hahn-Hausman test as a specification test
• Tests of specification in econometrics
• Generalized method of moments specification testing
• Practical steps to improve specification testing
• Specification testing in panel data with instrumental variables

zbMATH Keywords

Hausman testspecification testpower of tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Identification of Causal Effects Using Instrumental Variables
• Instrumental Variables Regression with Weak Instruments
• Testing Statistical Hypotheses
• Title not available (Why is that?)
• Econometric analysis of cross section and panel data.
• The Estimation of Economic Relationships using Instrumental Variables
• The impact of a Hausman pretest on the asymptotic size of a hypothesis test
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• Specification Tests in Econometrics
• Errors in Variables
• The Hausman test and weak instruments
• Microeconometrics
• Dynamic time series binary choice
• The Diffusion of Hausman's Econometric Ideas
• The Hausman Test, and Some Alternatives, with Heteroskedastic Data

Cited In (5)

• Power in Econometric Applications
• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• An alternative to confidence intervals constructed after a Hausman pretest in panel data
• A remark on a generalized specification test
• Practical steps to improve specification testing

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