Similar Search Results

Estimation of sample selection bias models

Nawata, Kazumitsu; Nagase, Nobuko - 1995

Persistent link: https://www.econbiz.de/10000914682

Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example

Nawata, Kazumitsu; McAleer, Michael - In: Econometric reviews 20 (2001) 1, pp. 105-112

Persistent link: https://www.econbiz.de/10001582464

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

Nawata, Kazumitsu; McAleer, Michael - 2013

Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and alternative...

Persistent link: https://www.econbiz.de/10010226558

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

Nawata, Kazumitsu; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010242832

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

Nawata, Kazumitsu; McAleer, Michael - In: Economics letters 123 (2014) 3, pp. 291-294

Persistent link: https://www.econbiz.de/10010401359

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

Nawata, Kazumitsu; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10010354383