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A Remark on Hausman's Specification Test

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  1. Andrews, Donald W K, 1989. "Power in Econometric Applications," Econometrica, Econometric Society, vol. 57(5), pages 1059-1090, September.
  2. Gaëlle BALINEAU, 2017. "Fair Trade? Yes, but not at Christmas! Evidence from scanner data on real French Fairtrade purchases," Working Paper ab9a0fd1-6ad5-441b-879b-3, Agence française de développement.
  3. Aït-Sahalia, Yacine & Xiu, Dacheng, 2019. "A Hausman test for the presence of market microstructure noise in high frequency data," Journal of Econometrics, Elsevier, vol. 211(1), pages 176-205.
  4. Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
  5. Knobel, Alexander (Кнобель, Александр) & Chentsov, Alexander (Ченцов, Александр), 2018. "The Impact of Exchange Rates and Their Volatility on Russia's Foreign Trade, Taking into Account its Membership in EAEU [Влияние Обменных Курсов И Их Волатильности На Внешнюю Торговлю России С Учет," Working Papers 061824, Russian Presidential Academy of National Economy and Public Administration.
  6. Gabriele Fiorentini & Enrique Sentana, 2021. "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, vol. 12(3), pages 683-742, July.
  7. 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.
  8. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Testing for selectivity bias in panel data models," Other publications TiSEM 45c3a75b-eb19-456f-ba92-a, Tilburg University, School of Economics and Management.
  9. Lavergne, Pascal, 2015. "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers 15-562, Toulouse School of Economics (TSE), revised May 2020.
  10. Metcalf, Gilbert E., 1996. "Specification testing in panel data with instrumental variables," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 291-307.
  11. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
  12. Tsusaka, Takuji W. & Orr, Alastair & Msere, Harry W. & Homann-KeeTui, Sabine & Maimisa, Penias & Twanje, Gift H. & Botha, Rosemary, 2016. "Do Commercialization and Mechanization of a “Women’s Crop” Disempower Women Farmers? Evidence from Zambia and Malawi," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235885, Agricultural and Applied Economics Association.
  13. Verbeek, Marno & Nijman, Theo, 1992. "Testing for Selectivity Bias in Panel Data Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 681-703, August.
  14. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
  15. 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.
  16. Richard W. Blundell & Martin Browning & Ian A. Crawford, 2003. "Nonparametric Engel Curves and Revealed Preference," Econometrica, Econometric Society, vol. 71(1), pages 205-240, January.
  17. Bontemps, Christophe & Mizon, Grayham E., 2001. "Congruence and encompassing," Discussion Paper Series In Economics And Econometrics 107, Economics Division, School of Social Sciences, University of Southampton.
  18. Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
  19. Andrews, Donald W. K., 1987. "Asymptotic Results for Generalized Wald Tests," Econometric Theory, Cambridge University Press, vol. 3(3), pages 348-358, June.
  20. Hashem Pesaran, M. & Yamagata, Takashi, 2008. "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.
  21. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, University Library of Munich, Germany.
  22. 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 302, Economics Division, School of Social Sciences, University of Southampton.
  23. Godfrey, Leslie G., 1998. "Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results," Journal of Econometrics, Elsevier, vol. 82(2), pages 197-207, February.
  24. Bierens, H.J., 1987. "Tests for model misspecification," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  25. Jonathan B. Hill, 2004. "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics 0401004, University Library of Munich, Germany, revised 05 Jul 2004.
  26. Schreiber Sven, 2008. "The Hausman Test Statistic can be Negative even Asymptotically," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(4), pages 394-405, August.
  27. Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
  28. Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
  29. Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz, 2024. "Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change," Journal of Econometrics, Elsevier, vol. 239(1).
  30. Hidalgo, J., 2008. "Specification testing for regression models with dependent data," Journal of Econometrics, Elsevier, vol. 143(1), pages 143-165, March.
  31. Andrea Beccarini, 2024. "Testing omitted variables in VARs," Statistical Papers, Springer, vol. 65(5), pages 3093-3109, July.
  32. Kodde, D.A. & Palm, F.C., 1982. "Computing wald criteria for nested hypotheses with Econometric Applications," Serie Research Memoranda 0027, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  33. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Balanced Variable Addition In Linear Models," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1183-1200, September.
  34. Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, University Library of Munich, Germany, revised 05 Aug 2005.
  35. William Boulding & Markus Christen, 2008. "Disentangling Pioneering Cost Advantages and Disadvantages," Marketing Science, INFORMS, vol. 27(4), pages 699-716, 07-08.
  36. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 217-222, April.
  37. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
  38. William Boulding & Markus Christen, 2003. "Sustainable Pioneering Advantage? Profit Implications of Market Entry Order," Marketing Science, INFORMS, vol. 22(3), pages 371-392.
  39. Kiviet, Jan F. & Pleus, Milan, 2017. "The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation," Econometrics and Statistics, Elsevier, vol. 2(C), pages 1-21.
  40. Beste Hamiye Beyaztas & Soutir Bandyopadhyay & Abhijit Mandal, 2021. "A robust specification test in linear panel data models," Papers 2104.07723, arXiv.org.
  41. William Miles & Chu-Ping C. Vijverberg, 2014. "Did the Classical Gold Standard Lead to Greater Business Cycle Synchronization? Evidence from New Measures," Kyklos, Wiley Blackwell, vol. 67(1), pages 93-115, February.
  42. Skeels, Christopher L. & Taylor, Larry W., 1995. "On a simultaneous equations pre-test estimator," Journal of Econometrics, Elsevier, vol. 68(2), pages 269-286, August.
  43. Bontemps, Christophe & Mizon, Grayham E., 2001. "Congruence and encompassing," Discussion Paper Series In Economics And Econometrics 0107, Economics Division, School of Social Sciences, University of Southampton.
  44. Shah, Anwar, 1988. "Public infrastructure and private sector profitability and productivity in Mexico," Policy Research Working Paper Series 100, The World Bank.
  45. Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Testing for selectivity bias in panel data models," Other publications TiSEM c11a8855-79ea-45ab-bc23-8, Tilburg University, School of Economics and Management.
  46. Tsusaka, T. & Orr, A. & Msere, H. & Harris, D. & Rao, N. Vpr Ganga, 2018. "Fuelwood or Grain? A Conjoint Analysis of Trait Preferences for Pigeonpea among Smallholders in Southern Malawi," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277435, International Association of Agricultural Economists.
  47. Alain Trognon, 2003. "L'économétrie des panels en perspective," Revue d'économie politique, Dalloz, vol. 113(6), pages 727-748.
  48. Carole Brunet & Nathalie Havet & Jean-Yves Lesueur, 2010. "Propriété immobilière et trajectoires salariales : Quelles leçons tirer de la comparaison France – Etats – Unis ?," Working Papers 1011, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  49. Mahbuba Aktar & Mohammad Zoynul Abedin & Anupam Das Gupta, 2021. "The Impact of Monetary Policy Shocks on Corporate Dynamic Investment Activity With Financial Heterogeneity," SAGE Open, , vol. 11(1), pages 21582440209, February.
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