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Tests of specification in econometrics

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Author Info
Paul Ruud
Abstract

This survey of recent developments in testing for misspecification of econometric models reviews procedures based on a method due to Hausman. Particular attention is given to alternative forms of the test, its relationship to classical test procedures, and its role in pre-test estimation.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Econometric Reviews.

Volume (Year): 3 (1984)
Issue (Month): 2 ()
Pages: 211-242
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Handle: RePEc:taf:emetrv:v:3:y:1984:i:2:p:211-242

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Related research
Keywords: Hypothesis Tests; Specification Tests; Chow Tests; Hausman Tests; Maximum Likelihood; Pre-Test Estimation; Limited Dependent Variables; Exogeneity;

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  2. Shelly Lundberg & Daniel Klepinger & Robert Plotnick, 1998. "Teen Childbearing and Human Capital: Does Timing Matter?," Working Papers 0057, University of Washington, Department of Economics. [Downloadable!]
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  3. Pierre Frechette & Guy Lacroix, 1994. "A Microeconomic Model of Female Labour Supply in the Presence of Unemployment and Underemployment," Annales d'Economie et de Statistique, ADRES, issue 36, pages 06, Octobre-D. [Downloadable!]
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  4. D. Klepinger & S. Lundberg & R. Plotnick, . "Instrument selection: The case of teenage childbearing and women's educational attainment," Institute for Research on Poverty Discussion Papers 1077-95, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
  5. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," The School of Economics Discussion Paper Series 0504, Economics, The University of Manchester. [Downloadable!]
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  7. John C. Ham & Kevin T. Reilly, 2002. "Testing Intertemporal Substitution, Implicit Contracts, and Hours Restriction Models of the Labor Market Using Micro Data," American Economic Review, American Economic Association, vol. 92(4), pages 905-927, September. [Downloadable!]
  8. Bronwyn H. Hall, 1988. "The Effect of Takeover Activity on Corporate Research and Development," NBER Working Papers 2191, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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