Increasing the power of specification tests

DOI10.1016/j.jeconom.2018.12.012zbMath1452.62200OpenAlexW2903300801WikidataQ128761443 ScholiaQ128761443MaRDI QIDQ2000857

Tiemen Woutersen, Jerry A. Hausman

Publication date: 1 July 2019

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

Full work available at URL: http://hdl.handle.net/10419/189773

zbMATH Keywords

specification testHausman testpower of tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (2)

An alternative to confidence intervals constructed after a Hausman pretest in panel data ⋮ Annals issue in honor of Jerry A. Hausman. Editors' introduction

Cites Work

• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• The Hausman test and weak instruments
• Identification of Causal Effects Using Instrumental Variables
• The Estimation of Economic Relationships using Instrumental Variables
• THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• Specification Tests in Econometrics
• Instrumental Variables Regression with Weak Instruments
• The Diffusion of Hausman's Econometric Ideas
• The Hausman Test, and Some Alternatives, with Heteroskedastic Data
• DYNAMIC TIME SERIES BINARY CHOICE
• Testing Statistical Hypotheses
• Microeconometrics
• Errors in Variables

This page was built for publication: Increasing the power of specification tests