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Computational pitfalls of the Hausman test

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  • Kramer, Walter
  • Sonnberger, Harald

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  • Kramer, Walter & Sonnberger, Harald, 1986. "Computational pitfalls of the Hausman test," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 163-165, June.
    • Handle: RePEc:eee:dyncon:v:10:y:1986:i:1-2:p:163-165
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    Cited by:

    1. Paolella, Marc S., 2003. "Computing moments of ratios of quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 313-331, March.
    2. Bücker, Michael & Krämer, Walter & Arnold, Matthias, 2012. "A Hausman test for non-ignorability," Economics Letters, Elsevier, vol. 114(1), pages 23-25.
    3. Lea, J.D. & Shonkwiler, John Scott, 1988. "Misspecification In Simultaneous Systems: An Alternative Test And Its Application To A Model Of The Shrimp Market," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-8, December.

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