Tests of specification in econometrics
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Cited in
(55)- Testing strategies for model specification
- A note on the equivalence of specification tests in the two-factor multivariate variance components model
- 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
- Sequential nonlinear estimation with nonaugmented priors
- Specifying and testing econometric models for rank-ordered data
- Specification tests for distributional assumptions in the Tobit model
- A note on specification tests for the multinomial logit model
- An organizing principle for dynamic estimation
- A Bayesian analysis of nested logit models
- Two-step estimation of panel data models with censored endogenous variables and selection bias
- Specification tests in simultaneous equations systems
- Omitted variable tests and dynamic specification. An application to demand homogeneity
- Pitfalls of significance testing and \(p\)-value variability: an econometrics perspective
- A specification test for models estimated by the Cragg estimator
- Tests of specification for parametric and semiparametric models
- A Hausman specification test based on root-\(N\)-consistent semiparametric estimators
- On theory testing in econometrics. Modeling with nonexperimental data
- Misspecification tests and their uses in econometrics
- Increasing the power of specification tests
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- A survey of preference estimation with unobserved choice set heterogeneity
- A note on testing the regression functions via nonparametric smoothing
- Robust misspecification tests for the Heckman's two-step estimator
- Model Specification Tests Based on Artificial Linear Regressions
- Simulataneous specicication test in a binary logit
- Specification Tests Based on Artificial Regressions
- Econometric profiles of testing of statistical hypotheses: model specification tests
- The econometrics of mean‐variance efficiency tests: a survey
- scientific article; zbMATH DE number 3923928 (Why is no real title available?)
- A Hausman test with trending data
- A remark on a generalized specification test
- The J-test as a Hausman specification test
- A note on the Wald, LR and LM tests and misspecification
- scientific article; zbMATH DE number 4066197 (Why is no real title available?)
- The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
- Specification Tests in Econometrics
- scientific article; zbMATH DE number 1944486 (Why is no real title available?)
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
- More on testing the normality assumption in the Tobit model
- Fixed vs random: the Hausman test four decades later
- Durbin-Wu-Hausman specification tests
- Econometric Model Specification
- Specification testing with estimated variables
- Testing additive separability of error term in nonparametric structural models
- Annals of econometrics. Studies in estimation and testing. 5th conference, Camp econometrics, Univ. of Southern California, Catalina Island, CA, USA, May 1998
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models
- Distributional specification tests against semiparametric alternatives
- Some useful equivalence properties of Hausman's test
- Two misspecification tests for the simple switching regressions disequilibrium model
- Bounded-influence estimators for the Tobit model
- A consistent test of functional form via nonparametric estimation techniques
- A comparison of semiparametric estimators for the ordered response model
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