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The J-Test as an Hausman specification test

Hausman, Jerry A.; Pesaran, Hashem - 1982

Persistent link: https://www.econbiz.de/10001532014

A new specification test for the validity of instrumental variables

Hahn, Jinyong; Hausman, Jerry A. - 1999

Persistent link: https://www.econbiz.de/10001446996

A new specification test for the validity of instrumental variables

Hahn, Jinyong; Hausman, Jerry A. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 163-189

Persistent link: https://www.econbiz.de/10001648104

A New Specification Test for the Validity of Instrumental Variables

Hahn, Jinyong; Hausman, Jerry A. - 2003

We develop a new specification test for the IV estimators adopting a particular second order approximation of Bekker (1994). The new specification test compares the difference of the forward (conventional) 2SLS estimator of the coefficient of the right hand side endogenous variable with the...

Persistent link: https://www.econbiz.de/10014175765

A New Specification Test for the Validity of Instrumental Variables

Hahn, Jinyong; Hausman, Jerry A. - 2002

We develop a new specification test for IV estimators adopting a particular second order approximation of Bekker. The new specification test compares the difference of the forward (conventional) 2SLS estimator of the coefficient of the right-hand side endogenous variable with the reverse 2SLS...

Persistent link: https://www.econbiz.de/10014116352

Testing overidentifying restrictions with many instruments and heteroskedasticity

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - In: Journal of econometrics 178 (2014) 1, pp. 15-21

Persistent link: https://www.econbiz.de/10010254992

Testing for causal effects in a generalized regression model with endogenous regressors

Abrevaya, Jason; Hausman, Jerry A.; Khan, Shakeeb - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 6, pp. 2043-2061

Persistent link: https://www.econbiz.de/10008823614

Difference in difference meets generalized least squares : higher order properties of hypotheses tests

Hausman, Jerry A.; Kuersteiner, Guido M. - In: Journal of econometrics 144 (2008) 2, pp. 371-391

Persistent link: https://www.econbiz.de/10003774649

The J-test as a Hausman specification test

Hausman, Jerry A.; Pesaran, Hashem - 1985

Persistent link: https://www.econbiz.de/10003551657

Asymptotic properties of the Hahn-Hausman test for weak-instruments

Hausman, Jerry A.; Stock, James H.; Yogo, Motohiro - In: Economics letters 89 (2005) 3, pp. 333-342

Persistent link: https://www.econbiz.de/10003183609