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