Search Results - subject:"Hausman specification test"

On the proper computation of the hausman test statistic in standard linear panel data models : some clarifications and new results

Le Gallo, Julie; Sénégas, Marc-Alexandre - In: Econometrics : open access journal 11 (2023) 4, pp. 1-28

We provide new analytical results for the implementation of the Hausman specification test statistic in a standard …

Persistent link: https://www.econbiz.de/10014507910

The Impact of a Hausman Pretest on the Size of Hypothesis Tests

Guggenberger, Patrik - Cowles Foundation for Research in Economics, Yale University - 2008

This paper investigates the size properties of a two-stage test in the linear instrumental variables model when in the first stage a Hausman (1978) specification test is used as a pretest of exogeneity of a regressor. In the second stage, a simple hypothesis about a component of the structural...

Persistent link: https://www.econbiz.de/10005087359

Maximum likelihood estimation and specification test of the proportional hazard model using grouped durations

Ryu, Keunkwan - 2001

This article develops parametric and semi-parametric, maximum likelihood estimation methods of the proportional hazard model for the case when durations are grouped and heterogeneity is not fully measured. This article also extends Ryu's (1994b) specification tests for the proportional hazard...

Persistent link: https://www.econbiz.de/10010332373