Some finite-sample results on the Hausman test

C-Tier

Journal: Economics Letters

Year: 2024

Volume: 238

Issue: C

Authors (4)

Hahn, Jinyong (University of California-Los A...) Liao, Zhipeng (not in RePEc) Liu, Nan (not in RePEc) Sheng, Shuyang (not in RePEc)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

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

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Abstract

This paper shows the endogeneity test in linear instrumental variable models using the control function approach resembles the Hausman test. Test statistics used in these tests can be numerically ranked, revealing their relative power properties in finite samples.

Some finite-sample results on the Hausman test

Authors (4)

Abstract

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