The Impact of a Hausman Pretest on the Size of Hypothesis Tests
Year of publication: |
2008-04
|
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Authors: | Guggenberger, Patrik |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotic size | Exogeneity | Hausman specification test | Pretest | Size distortion |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Journal of Econometrics (June 2010), 156(2): 337-343 The price is None Number 1651 45 pages |
Classification: | C12 - Hypothesis Testing |
Source: |
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