Specification Tests in Econometrics
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below 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.
Other versions of this item:
- Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
- Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-1271, November.
References listed on IDEAS
- Wu, De-Min, 1973. "Alternative Tests of Independence Between Stochastic Regressors and Disturbances," Econometrica, Econometric Society, vol. 41(4), pages 733-750, July.
- Nerlove, Marc, 1971. "A Note on Error Components Models," Econometrica, Econometric Society, vol. 39(2), pages 383-396, March.
- Maddala, G S, 1971. "The Use of Variance Components Models in Pooling Cross Section and Time Series Data," Econometrica, Econometric Society, vol. 39(2), pages 341-358, March.
- Byron, R P, 1972. "Testing for Misspecification in Econometric Systems Using Full Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(3), pages 745-756, October.
- Byron, R P, 1974. "Testing Structural Specification Using the Unrestricted Reduced Form," Econometrica, Econometric Society, vol. 42(5), pages 869-883, September.
- Wallace, T D & Hussain, Ashiq, 1969. "The Use of Error Components Models in Combining Cross Section with Time Series Data," Econometrica, Econometric Society, vol. 37(1), pages 55-72, January.
- Hausman, Jerry A, 1975. "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, Econometric Society, vol. 43(4), pages 727-738, July.
Most related itemsThese are the items that most often cite the same works as this one and are cited by the same works as this one.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- O'Brien, Raymond & Patacchini, Eleonora, 2003. "Testing the exogeneity assumption in panel data models with "non classical" disturbances," Discussion Paper Series In Economics And Econometrics 0302, Economics Division, School of Social Sciences, University of Southampton.
- Marius C. O. Amba, 2021. "Simultaneous Equations with Three Way Error Components," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 583-596, September.
- Andrea Vaona & Mario Pianta, 2008.
"Firm Size and Innovation in European Manufacturing,"
Small Business Economics, Springer, vol. 30(3), pages 283-299, March.
- Vaona, Andrea & Pianta, Mario, 2006. "Firm size and innovation in European manufacturing," Kiel Working Papers 1284, Kiel Institute for the World Economy (IfW Kiel).
- Silvio R. Rendon, 2013.
"Fixed and Random Effects in Classical and Bayesian Regression,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(3), pages 460-476, June.
- Rendón, Silvio, 2002. "Fixed and random effects in classical and bayesian regression," UC3M Working papers. Economics we021503, Universidad Carlos III de Madrid. Departamento de Economía.
- Silvio Rendón, 2002. "Fixed and random effects in Classical and Bayesian regression," Economics Working Papers 613, Department of Economics and Business, Universitat Pompeu Fabra.
- repec:lan:wpaper:1043 is not listed on IDEAS
- Zeytoon Nejad Moosavian, Seyyed Ali & Goodwin, Barry K., 2018. "GENERALIZING THE GENERAL: Generalizing the CES Production Function to Allow for the Flexibility of Input-Driven Output Risk and Viability of Input Thresholds," 2018 Annual Meeting, August 5-7, Washington, D.C. 274352, Agricultural and Applied Economics Association.
- Lauren J. Krivo & Robert L. Kaufman, 1990. "Estimating Macro-Relationships Using Micro-Data," Sociological Methods & Research, , vol. 19(2), pages 196-224, November.
- E Thanassoulis & G Johnes & J Johnes, 2005. "An analysis of costs in institutions of higher education in England," Working Papers 566942, Lancaster University Management School, Economics Department.
- Feder, Gershon & Just, Richard E., 1977.
"An analysis of credit terms in the eurodollar market,"
European Economic Review, Elsevier, vol. 9(2), pages 221-243.
- Feder, Gershon & Just, Richard E., 1977. "An Analysis of Credit Terms in the Eurodollar Market," CUDARE Working Papers 242456, University of California, Berkeley, Department of Agricultural and Resource Economics.
- repec:lan:wpaper:1058 is not listed on IDEAS
- Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September.
- Iñaki Mauleón, 1987. "Problemas prácticos en el tratamiento econométrico de datos "cross-section"," Investigaciones Economicas, Fundación SEPI, vol. 11(1), pages 41-94, January.
- Dong Kim, 2012. "What is an oil shock? Panel data evidence," Empirical Economics, Springer, vol. 43(1), pages 121-143, August.
- Joseph G. Altonji & Robert A. Shakotko, 1987.
"Do Wages Rise with Job Seniority?,"
Review of Economic Studies, Oxford University Press, vol. 54(3), pages 437-459.
- Joseph G. Altonji & Robert A. Shakotko, 1985. "Do Wages Rise With Job Seniority?," NBER Working Papers 1616, National Bureau of Economic Research, Inc.
- Joseph G. Altonji & Robert A. Shakotko, 1985. "Do Wages Rise with Job Seniority?," Working Papers 567, Princeton University, Department of Economics, Industrial Relations Section..
- repec:ags:ucdavw:225633 is not listed on IDEAS
- Jean Bonnet & Patricia Renou-Maissant, 2000.
"La régulation macro-économique et sectorielle de la démographie d'entreprises,"
Économie et Prévision, Programme National Persée, vol. 145(4), pages 19-40.
- Jean Bonnet & Patricia Renou-Maissant, 2000. "La régulation macroéconomique et sectorielle de la démographie d’entreprises," Post-Print hal-02562566, HAL.
- Mario Pianta & Andrea Vaona, 2007.
"Innovation and Productivity in European Industries,"
Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 16(7), pages 485-499.
- Mario Pianta & Andrea Vaona, 2006. "Innovation and productivity in European industries," Working Papers 34/2006, University of Verona, Department of Economics.
- Pianta, Mario & Vaona, Andrea, 2006. "Innovation and productivity in European industries," Kiel Working Papers 1283, Kiel Institute for the World Economy (IfW Kiel).
- Cho, Guedae & Sheldon, Ian M. & McCorriston, Steve, 2000. "Exchange Rate Misalignment And Agricultural Trade," 2000 Annual meeting, July 30-August 2, Tampa, FL 21824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Laura Magazzini & Giorgio Calzolari, 2010. "Negative variance estimates in panel data models," Working Papers 15/2010, University of Verona, Department of Economics.
- repec:lan:wpaper:1044 is not listed on IDEAS
- repec:lan:wpaper:1121 is not listed on IDEAS
- Allen, Linda & Jagtiani, Julapa & Landskroner, Yoram, 1996. "Interest rate risk subsidization in international capital standards," Journal of Economics and Business, Elsevier, vol. 48(3), pages 251-267, August.
- Swarnjit S. Arora, 1973. "Error Components Regression Models and Their Applications," NBER Working Papers 0003, National Bureau of Economic Research, Inc.
- Baltagi, Badi H. & Pirotte, Alain, 2010.
"Panel data inference under spatial dependence,"
Economic Modelling, Elsevier, vol. 27(6), pages 1368-1381, November.
- Baltagi B-H. & Pirotte A., 2009. "Panel Data Inference Under Spatial Dependence," Working Papers ERMES 0907, ERMES, University Paris 2.
- Badi H. Baltagi & Alain Pirotte, 2010. "Panel Data Inference under Spatial Dependence," Center for Policy Research Working Papers 123, Center for Policy Research, Maxwell School, Syracuse University.
More about this item
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mit:worpap:185. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/edmitus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Linda Woodbury The email address of this maintainer does not seem to be valid anymore. Please ask Linda Woodbury to update the entry or send us the correct address (email available below). General contact details of provider: https://edirc.repec.org/data/edmitus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.