On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem

DOI10.1016/0304-4076(85)90153-8zbMath0611.62145OpenAlexW2141257486MaRDI QIDQ1087298

Masao Nakamura, Alice O. Nakamura

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90153-8

zbMATH Keywords

Monte Carlo methodspowerordinary least squaresOLS bias problemWu-Hausman (W-H) specification error testWu's two-step estimation procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Related Items (5)

Model specification and endogeneity ⋮ Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory ⋮ Exogeneity tests in a truncated structural equation ⋮ The determinants of cumulative endogeneity bias in multivariate analysis ⋮ Near exogeneity, weak identification and specification testing: Some asymptotic results

Cites Work

• Unnamed Item
• A Remark on Hausman's Specification Test
• On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman
• Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results
• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• Testing for Relationships Between Time Series
• Asymptotic Relative Efficiency Analysis of Certain Test of Independence in Structural Systems
• Specification Tests in Econometrics
• An Independence Test and Conditional Unbiased Predictions in the Context of Simultaneous Equation Systems
• Errors in Variables

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