Least Squares Theory and the Hausman Specification Test
AbstractThe geometry of least squares is exploited to develop an exact test of the Hausman (1978) type of a linear hypothesis. This leads to necessary and sufficient conditions for the equivalence of Hausman and classical tests. The geometrical theory is then extended to the general problem of specification testing, revealing new perspectives and a synthesis of a wide range of existing results.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Queen's University, Department of Economics in its series Working Papers with number 641.
Length: 24 pages
Date of creation: 1985
Date of revision:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Russell Davidson & James G. MacKinnon, 1987.
"Testing for Consistency using Artificial Regressions,"
687, Queen's University, Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(03), pages 363-384, December.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mark Babcock).
If references are entirely missing, you can add them using this form.