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The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
Nawata, Kazumitsu; McAleer, Michael - Tinbergen Instituut - 2013
This discussion paper led to a publication in <I>Economics Letters</I> (2014). Vol. 123(3), pages 291-294.<P> Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but...</p></i>
Persistent link: https://www.econbiz.de/10011256925
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Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc
Chang, Chia-Lin; McAleer, Michael - Tinbergen Instituut - 2013
See also the article in <I>Econometrics</I> (2013). Volume 1(3), pages 217-235.<P> The paper focuses on the robustness … of rankings of academic journal quality and research impact of 10 leading econometrics journals taken from the Thomson …
Persistent link: https://www.econbiz.de/10011257317