Tests of specification in econometrics
- 1 January 1984
- journal article
- research article
- Published by Taylor & Francis in Econometric Reviews
- Vol. 3 (2) , 211-242
- https://doi.org/10.1080/07474938408800065
Abstract
This survey of recent developments in testing for misspecification of econometric models reviews procedures based on a method due to Hausman. Particular attention is given to alternative forms of the test, its relationship to classical test procedures, and its role in pre-test estimation.Keywords
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