The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
Year of publication: |
2013-12-12
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Authors: | Nawata, Kazumitsu ; McAleer, Michael |
Institutions: | Tinbergen Instituut |
Subject: | Hausman test | specification test | number of parameters | instrumental variable (IV) model | Box-Cox model | Sample selection bias |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 13-197/III |
Classification: | C2 - Econometric Methods: Single Equation Models ; C5 - Econometric Modeling ; I18 - Government Policy; Regulation; Public Health |
Source: |
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Nawata, Kazumitsu, (2013)
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Nawata, Kazumitsu, (2014)
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McAleer, Michael, (2013)
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