The maximum number of parameters for the Hausman test when the estimators are from different sets of equations

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 123
Issue: 3
Pages: 291-294

Authors (2)

Nawata, Kazumitsu (not in RePEc) McAleer, Michael

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Hausman (1978) developed a widely-used model specification test that has passed the test of time. In this paper, we show that the asymptotic variance of the difference of the two estimators can be a singular matrix. Three illustrative examples are used, namely an exogeneity test for the linear regression model, a test for the Box–Cox transformation, and a test for sample selection bias.

Technical Details

RePEc Handle
repec:eee:ecolet:v:123:y:2014:i:3:p:291-294
Journal Field
General
Author Count
2
Added to Database
2026-01-26