Assessing the relative efficiency of Hausman's test under Bahadur efficiency considerations

DOI10.1016/0165-1765(86)90201-6zbMath1328.62647OpenAlexW2034130039MaRDI QIDQ899853

William L. Wascher

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90201-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY

Cites Work

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• Some useful equivalence properties of Hausman's test
• The Lagrangian Multiplier Test
• A Remark on Hausman's Specification Test
• Specification Tests in Econometrics
• Tables of percentage points of non-central x
• Stochastic Comparison of Tests
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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