A Hausman specification test based on root-\(N\)-consistent semiparametric estimators

DOI10.1016/0165-1765(92)90213-IzbMath0773.62073OpenAlexW2027180289MaRDI QIDQ1801817

Thanasis Stengos, Q. Li

Publication date: 28 October 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90213-i

zbMATH Keywords

instrumental variable estimationMonte Carlo experimentsfinite sample propertiesHausman type specification testconsistent semiparametric estimatorsemiparametric dynamic panel data model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Nonparametric dynamic panel data models: kernel estimation and specification testing

Cites Work

• Root-N-Consistent Semiparametric Regression
• Specification Tests in Econometrics

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