The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
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- Nawata, Kazumitsu & McAleer, Michael, 2014. "The maximum number of parameters for the Hausman test when the estimators are from different sets of equations," Economics Letters, Elsevier, vol. 123(3), pages 291-294.
- Nawata, K. & McAleer, M.J., 2013. "The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations," Econometric Institute Research Papers EI2013-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Kazumitsu Nawata & Michael McAleer, 2013. "The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations," Tinbergen Institute Discussion Papers 13-197/III, Tinbergen Institute.
- Kazumitsu Nawata & Michael McAleer, 2013. "The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations," Documentos de Trabajo del ICAE 2013-39, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
References listed on IDEAS
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- Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
- Kazumitsu Nawata, 2013. "A new estimator of the Box-Cox transformation model using moment conditions," Economics Bulletin, AccessEcon, vol. 33(3), pages 2287-2297.
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- Kazumitsu Nawata, 2015. "Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity," Economics Bulletin, AccessEcon, vol. 35(2), pages 1056-1064.
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KeywordsHausman test; specification test; number of parameters; instrumental variable (IV) model; Box-Cox model; Sample selection bias;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- I18 - Health, Education, and Welfare - - Health - - - Government Policy; Regulation; Public Health
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