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A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results

Author

Listed:
  • Dikaios Tserkezos

    (Department of Economics, University of Crete, Greece)

  • Konstantinos Tsagarakis

Abstract

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Suggested Citation

  • Dikaios Tserkezos & Konstantinos Tsagarakis, 2008. "A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results," Working Papers 0821, University of Crete, Department of Economics.
    • Handle: RePEc:crt:wpaper:0821
    as

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    File URL: http://economics.soc.uoc.gr/wpa/docs/0821.pdf
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    References listed on IDEAS

    as
    1. Dagenais, Marcel G., 1976. "Incomplete observations and simultaneous-equations models," Journal of Econometrics, Elsevier, vol. 4(3), pages 231-241, August.
    2. Dimitris A. Georgoutsos & Georgios P. Kouretas & Dikaios E. Tserkezos, 1998. "Temporal aggregation in structural VAR models," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 14(1), pages 19-34, March.
    3. Gilbert, Christopher L., 1977. "Regression using mixed annual and quarterly data," Journal of Econometrics, Elsevier, vol. 5(2), pages 221-239, March.
    4. Oguchi, Noriyoshi & Fukuchi, Takao, 1990. "On Temporal Aggregation of Linear Dynamic Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(1), pages 187-193, February.
    5. Jerry Hausman, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    6. E. G. Drettakis, 1973. "Missing Data in Econometric Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 40(4), pages 537-552.
    7. Sargan, J D & Drettakis, E G, 1974. "Missing Data in an Autoregressive Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 39-58, February.
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    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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