On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman

DOI10.2307/1911420zbMath0469.62094OpenAlexW2090812046MaRDI QIDQ3923486

Masao Nakamura, Alice O. Nakamura

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911420

zbMATH Keywords

DurbinHausmanspecification error testsWu

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (13)

On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem ⋮ Model specification and endogeneity ⋮ On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance ⋮ Lagrance-multiplier tersts for weak exogeneity: a synthesis ⋮ Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory ⋮ Tests of overidentification and predeterminedness in simultaneous equation models ⋮ Exogeneity tests in a truncated structural equation ⋮ Testing Endogeneity with High Dimensional Covariates ⋮ Testing exogeneity in overidentified models ⋮ Accounting for non-response bias using participation incentives and survey design: an application using gift vouchers ⋮ A unified approach to estimation and orthogonality tests in linear single-equation econometric models ⋮ A general approach to Lagrange multiplier model diagnostics ⋮ Near exogeneity, weak identification and specification testing: Some asymptotic results

This page was built for publication: On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman