A Remark on Hausman's Specification Test

Cited In (39)

The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Regression-based specification tests for the multinomial logit model
Testing for autocorrelation in the presence of lagged dependent variables
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results
Robust inference with GMM estimators
Near exogeneity, weak identification and specification testing: Some asymptotic results
A note on specification tests for the multinomial logit model
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
Testing omitted variables in VARs
Misspecification tests and their uses in econometrics
Poorly Measured Confounders are More Useful on the Left than on the Right
Specification testing for regression models with dependent data
On a simultaneous equations pre-test estimator
Testing nested or non-nested hypotheses
Stochastically weighted average conditional moment tests of functional form
Specification testing in panel data with instrumental variables
On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
Limited information estimators and exogeneity tests for simultaneous probit models
Limited information estimation and testing subject to linear constraints
A unified approach to estimation and orthogonality tests in linear single-equation econometric models
Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change
Modified Lagrange multiplier tests for problems with one-sided alternatives
Distributional specification tests against semiparametric alternatives
Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
Equivalence properties of the Hausman statistic based on a generalized inverse
Assessing the relative efficiency of Hausman's test under Bahadur efficiency considerations
Algebraic equivalences among Wald, LM and Hausman's tests in the linear regression model
Generalized inverses and asymptotic properties of Wald tests
A generalized test for perfect aggregation
Generalized mixed estimator for nonlinear models: a maximum likelihood approach
Some useful equivalence properties of Hausman's test
A Hausman test for the presence of market microstructure noise in high frequency data
Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators
Testing slope homogeneity in large panels
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
A remark on a generalized specification test
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
Generalized method of moments specification testing

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