The J-test as a Hausman specification test

DOI10.1016/0165-1765(83)90049-6zbMATH Open1273.91365OpenAlexW2066241358MaRDI QIDQ374830FDOQ374830

Authors: Jerry Hausman, M. Hashem Pesaran 

Publication date: 24 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90049-6

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Specification Tests in Econometrics
• Title not available (Why is that?)
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models

Cited In (7)

• The similarity hypothesis in general relativity
• Tests of specification in econometrics
• Semiparametric Specification Testing of Non-nested Econometric Models
• A Hausman test for the presence of market microstructure noise in high frequency data
• Hahn-Hausman test as a specification test
• A note on the equivalence of specification tests in the two-factor multivariate variance components model
• Title not available (Why is that?)

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