The Hausman test statistic can be negative even asymptotically

Jahrbucher fur Nationalokonomie und Statistik

Volumn 228, Issue 4, 2008, Pages 394-405

  Schreiber, Sven ^a,b  

^a House of Finance ^*

^b GOETHE UNIVERSITY   (Germany)

Author keywords

Hausman test; Negative chi square statistic; Nuisance parameter

Indexed keywords

EID: 57549116350     PISSN: 00214027     EISSN: None     Source Type: Journal    
DOI: 10.1515/jbnst-2008-0407     Document Type: Article

References (13)

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