TY  - RPRT
AU  - Nawata , Kazumitsu
AU  - McAleer, Michael
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41534
AB  - 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...
LA  - eng
KW  - Hausman test
KW  - Specification test
KW  - Number of parameters
KW  - Instrumental variable (IV) model
KW  - Box-Cox model
KW  - Sample selection bias.
TI  - The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
TY  - technical report
VL  - 2013
ER  -