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A Remark on Hausman's Specification Test

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Holly, Alberto
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 50 (1982)
Issue (Month): 3 (May)
Pages: 749-59
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Handle: RePEc:ecm:emetrp:v:50:y:1982:i:3:p:749-59

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  1. Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, EconWPA, revised 01 Mar 2004. [Downloadable!]
  2. Constantinos Goutis & Christian P. Robert, 1997. "Choice Among Hypotheses Using Estimation Criteria," Annales d'Economie et de Statistique, ADRES, issue 46, pages 01, Avril-Jui. [Downloadable!]
  3. Kodde, D.A. & Palm, F.C., 1982. "Computing wald criteria for nested hypotheses with Econometric Applications," Serie Research Memoranda 0027, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  4. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, EconWPA. [Downloadable!]
  5. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Papers 687, Queen's University, Department of Economics. [Downloadable!]
  6. Donald W.K. Andrews, 1986. "Power in Econometric Applications," Cowles Foundation Discussion Papers 800, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  7. Jonathan B. Hill, 2004. "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics 0401004, EconWPA, revised 05 Jul 2004. [Downloadable!]
    Other versions:
  8. Gilbert E. Metcalf, 1996. "Specification Testing in Panel Data With Instrumental Variables," NBER Technical Working Papers 0123, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  9. O'Brien, R. & Patacchini, E., 2003. "Testing the Exogeneity Assumption in Panel Data Models with "Non Classical" Disturbances," Discussion Paper Series In Economics And Econometrics 0302, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
  10. Richard Blundell & Martin Browning & Ian Crawford, 1997. "Non-parametric Engel curves and revealed preferences," IFS Working Papers W97/14, Institute for Fiscal Studies. [Downloadable!]
    Other versions:
  11. Shah, Anwar, 1988. "Public infrastructure and private sector profitability and productivity in Mexico," Policy Research Working Paper Series 100, The World Bank. [Downloadable!]
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