Hahn-Hausman test as a specification test

Journal of Econometrics

Volumn 167, Issue 1, 2012, Pages 133-139

  Lee, Yoonseok ^a   Okui, Ryo ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b KYOTO UNIVERSITY   (Japan)

Author keywords

HahnHausman test; Many instruments; Overidentifying restrictions test; Sargan test; Specification test

Indexed keywords

ASYMPTOTIC DISTRIBUTIONS; HAHNHAUSMAN TEST; INSTRUMENTAL VARIABLES; NULL HYPOTHESIS; OVERIDENTIFYING RESTRICTIONS TEST; SAMPLE SIZES; SARGAN TEST; SPECIFICATION TEST;

STATISTICAL TESTS;

SPECIFICATIONS;

EID: 84856337259     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.10.005     Document Type: Article

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