The Hausman pretest estimator

Economics Letters

Volumn 108, Issue 1, 2010, Pages 96-99

  Chmelarova, Viera ^a   Hill, R Carter ^b  

^a SAM HOUSTON STATE UNIVERSITY   (United States)

^b LOUISIANA STATE UNIVERSITY   (United States)

Author keywords

Endogeneity; Hausman test; Pretest estimator

Indexed keywords

EID: 77953357072     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2010.04.027     Document Type: Article

References (9)

1. Cameron A.Colin, Trivedi Pravin K. Microeconometrics: Methods and Applications 2005, Cambridge University Press.
2. Durbin J. Errors in variables. Review of the International Statistical Institute 1954, 22:23-32.
3. Guggenberger Patrik The impact of a Hausman pretest on the asymptotic size of a hypothesis test 2008, Department of Economics, University of California-Los Angeles, Working paper.
4. Hausman J. Specification tests in econometrics. Econometrica 1978, 46(6):1251-1271.
5. Wong Ka.-fu. Bootstrapping Hausman's Exogeneity Test. Economics Letters 1996, 53(2):139-143.
6. Wong Ka.-fu. Effects on inference of pretesting the exogeneity of a regressor. Economics Letters 1997, 56(3):267-271.
7. Wooldridge Jeffery M. Econometric Analysis of Cross Section and Panel Data 2002, MIT Press, Cambridge, MA.
8. Wu De-Min Alternative tests of independence between stochastic regressors and disturbances. Econometrica 1973, 41(4):733-750.
9. Wu De-Min Alternative tests of independence between stochastic regressors and disturbances: finite sample results. Econometrica 1974, 42(3):529-546.