The Hausman test, and some alternatives, with Heteroskedastic data

Advances in Econometrics

Volumn 29, Issue , 2012, Pages 515-546

  Adkins, Lee C ^a   Campbell, Randall C ^a   Chmelarova, Viera ^a   Hill, R Carter ^a  

^a NONE

Author keywords

GMM; Hausman test; Heteroskedasticity; Monte Carlo

Indexed keywords

EID: 84885013695     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1108/S0731-9053(2012)0000029022     Document Type: Conference Paper

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