The DOI matches its Crossref record; 18 of the 18 references it cites were found in a registry or an index.
Specification Tests in Econometrics
Open accessAbstract
Using the result that under the null hypothesis of no misspecification an asymptotically efficient estimator must have zero asymptotic covariance with its difference from a consistent but asymptotically inefficient estimator, specification tests are devised for a number of model specifications in econometrics. Local power is calculated for small departures from the null hypothesis. An instrumental variable test as well as tests for a time series cross section model and the simultaneous equation model are presented. An empirical model provides evidence that unobserved individual factors are present which are not orthogonal to the included right-hand-side variable in a common econometric specification of an individual wage equation.
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“Table 7 above also shows that the Hausman test, which helps to determine whether there is a significant difference between MG and PMG estimators, confirmed that the PMG is more efficient and consistent compared to the MG (Hausman 1978).”
From Financial Inclusion and Economic Growth in Sub-Saharan Africa—A Panel ARDL and Granger Non-Causality Approach (2023) · cites this paper as Hausman 1978
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“In addition, we employed the Hausman test (Hausman 1978) to determine the suitable model to use between the mean group (MG), PMG, and the dynamic fixed effects (DFEs).”
From Financial inclusion, bank competition and economic growth in Africa (2021) · cites this paper as Hausman 1978
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“The results showed that the estimates would suffer, albeit only mildly, from omitted variables bias and that the use of fixed effects model was preferred.”
From Perceived Quality of the Mother–Adolescent and Father–Adolescent Attachment Relationship and Adolescents’ Self-Esteem (2019) · cites this paper as Hausman (1978)
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“First, a Hausman test [28] was performed to test whether factors that differ across countries such as the differing strength of diabetes surveillance systems would systematically affect our results, ensuring the available data were suitable to answer our research questions.”
From The relationship of sugar to population-level diabetes prevalence: an econometric analysis of repeated cross-sectional data (2013) · cites this paper as [28]
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Metadata
- Authors
- Hausman, J. A.
- Corresponding author
- Hausman, J. A.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1978-11
- Volume
- 46
- Issue
- 6
- Pages
- 1251
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2112352537
- Cited by
- 18,820
- References
- 18
- Citations by year
- 2026: 1074 · 2025: 994 · 2024: 999 · 2023: 922 · 2022: 1010 · 2021: 1016 · 2020: 929 · 2019: 823 · 2018: 675 · 2017: 655 · 2016: 682 · 2015: 631 · 2014: 658 · 2013: 637 · 2012: 606
- FWCI
- 84.19
- Type
- journal article
- Language
- en
- Open access
- green
- pe.cemi.rssi.ru
- Locations
- Econometrica (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- DSpace@MIT (Massachusetts Institute of Technology) (submittedVersion, cc-by-nc)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Keywords
- specification tests, model misspecification, asymptotic efficiency, local power, systems of equations, wage equation, consistent estimators
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Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
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