The J-test as a Hausman specification test

DOI10.1016/0165-1765(83)90049-6zbMath1273.91365OpenAlexW2066241358MaRDI QIDQ374830

Jerry A. Hausman, M. Hashem Pesaran

Publication date: 24 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90049-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Statistical methods; economic indices and measures (91B82)

Related Items (2)

A Hausman test for the presence of market microstructure noise in high frequency data ⋮ The similarity hypothesis in general relativity

Cites Work

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• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Specification Tests in Econometrics

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