Computing wald criteria for nested hypotheses with Econometric Applications
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics in its series Serie Research Memoranda with number 0027.
Date of creation: 1982
Date of revision:
Contact details of provider:
Web page: http://www.feweb.vu.nl
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hausman, Jerry A, 1978.
"Specification Tests in Econometrics,"
Econometric Society, vol. 46(6), pages 1251-71, November.
- Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984. "Dynamic specification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 18, pages 1023-1100 Elsevier.
- Sargan, J D, 1980. "The Consumer Price Equation in the Post War British Economy: An Exercise in Equation Specification Testing," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 113-35, January.
- K. Jöreskog, 1969. "A general approach to confirmatory maximum likelihood factor analysis," Psychometrika, Springer, vol. 34(2), pages 183-202, June.
- Geweke, John F. & Singleton, Kenneth J., 1981. "Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis," Journal of Econometrics, Elsevier, vol. 17(3), pages 287-304, December.
- Mizon, Grayham E & Hendry, David F, 1980. "An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 21-45, January.
- Holly, Alberto, 1982. "A Remark on Hausman's Specification Test," Econometrica, Econometric Society, vol. 50(3), pages 749-59, May.
- Sargan, J D, 1980. "Some Tests of Dynamic Specification for a Single Equation," Econometrica, Econometric Society, vol. 48(4), pages 879-97, May.
- Byron, R P, 1974. "Testing Structural Specification Using the Unrestricted Reduced Form," Econometrica, Econometric Society, vol. 42(5), pages 869-83, September.
- Hoffman, Dennis L. & Schmidt, Peter, 1981. "Testing the restrictions implied by the rational expectations hypothesis," Journal of Econometrics, Elsevier, vol. 15(2), pages 265-287, February.
- Holly, Alberto & Monfort, Alain, 1986. "Some useful equivalence properties of Hausman's test," Economics Letters, Elsevier, vol. 20(1), pages 39-43.
- Kodde, D.A. & Palm, F.C., 1985. "Computing wald criteria for nested hypotheses," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (R. Dam).
If references are entirely missing, you can add them using this form.