Algebraic equivalences among Wald, LM and Hausman's tests in the linear regression model
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Publication:899877
DOI10.1016/0165-1765(86)90233-8zbMath1328.62419OpenAlexW2067162253MaRDI QIDQ899877
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(86)90233-8
Cites Work
- Conflict among testing procedures?
- A Remark on Hausman's Specification Test
- Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
- Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
- Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
- Specification Tests in Econometrics
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