Modified Hausman tests for inefficient estimators

Applied Economics

Volumn 36, Issue 21, 2004, Pages 2373-2376

  Creel, Michael ^a  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION METHOD; METHODOLOGY; MODELING;

EID: 10844228333     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003684042000291281     Document Type: Article

References (3)

1. Burnside, C. and Eichenbaum, M. S. (1996) Small-sample properties of GMM-based Wald tests, Journal of Business and Economic Statistics, 14, 294-308.
2. Hausman, J. A. (1978) Specification tests in econometrics, Econometrica, 46, 1251-71.
3. Weesie, J. (1999) Seemingly unrelated estimation and the cluster-adjusted sandwich estimator, Stata Technical Bulletin STB-52. Available online at: http://www.stata.com/info/products/stb/journals/stb52.html.