The Hausman Test, and Some Alternatives, with Heteroskedastic Data
The Hausman test is used in applied economic work as a test of misspecification. It is most commonly thought of (wrongly some would say) as a test of whether one or more explanatory variables in a regression model is endogenous. There are several versions of the test available with modern software,...
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| Format: | Others |
| Language: | en |
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LSU
2007
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| Online Access: | http://etd.lsu.edu/docs/available/etd-01242007-165928/ |