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The J-test as a Hausman specification test

Jerry Hausman and Hashem Pesaran . University of Cambridge, Department of Applied Economics
Year of publication:
1985
Authors: Hausman, Jerry A. ; Pesaran, Hashem
Publisher: Cambridge
Subject: Statistik | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory | Statistischer Test | Statistical test
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