On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman

DOI10.2307/1911420MaRDI QIDQ3923486zbMATH OpenOpenAlexFDO

Authors Alice O. Nakamura, Masao Nakamura

Publication date 1981

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911420

zbMATH Keywords

DurbinHausmanspecification error testsWu

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(13)

• Near exogeneity, weak identification and specification testing: Some asymptotic results
• Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
• Tests of overidentification and predeterminedness in simultaneous equation models
• Testing exogeneity in overidentified models
• Lagrance-multiplier tersts for weak exogeneity: a synthesis
• On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models
• Model specification and endogeneity
• Accounting for non-response bias using participation incentives and survey design: an application using gift vouchers
• Testing endogeneity with high dimensional covariates
• Exogeneity tests in a truncated structural equation
• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
• A general approach to Lagrange multiplier model diagnostics

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