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Comparing specification tests and classical tests

Hausman, Jerry A.; Taylor, William E. - 1980

Persistent link: https://www.econbiz.de/10003594120

Efficient estimation and identification of simultaneous equation models with covariance restrictions

Hausman, Jerry A. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 4, pp. 849-874

Persistent link: https://www.econbiz.de/10001083220

Specification and estimation of simultaneous equation models

Hausman, Jerry A. - 1992

Persistent link: https://www.econbiz.de/10001327454

Estimation with many instrumental variables

Hansen, Christian Bailey; Hausman, Jerry A.; Newey, … - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 398-422

Persistent link: https://www.econbiz.de/10003772265

Using a Laplace approximation to estimate the Random coefficients logit model by non-linear least squares

Harding, Matthew C. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003375924

Estimation with many instrumental variables

Hansen, Christian Bailey (contributor); … - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003375927

Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments

Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; … - 2010

This paper derives the limiting distributions of alternative jackknife IV (JIV) estimators and gives formulae for accompanying consistent standard errors in the presence of heteroskedasticity and many instruments. The asymptotic framework includes the many instrument sequence of Bekker (1994)...

Persistent link: https://www.econbiz.de/10008668814

Using a Laplace approximation to estimate the random coefficients logit model by nonlinear least squares

Harding, Matthew C.; Hausman, Jerry A. - In: International economic review 48 (2007) 4, pp. 1311-1328

Persistent link: https://www.econbiz.de/10003612521

A reduced bias GMM-like estimator with reduced estimator dispersion

Hausman, Jerry A.; Menzel, Konrad; Lewis, Randall; … - 2007

Persistent link: https://www.econbiz.de/10003563522

Properties of the CUE estimator and a modification with moments

Hausman, Jerry A.; Lewis, Randall; Menzel, Konrad; … - In: Journal of econometrics 165 (2011) 1, pp. 45-57

Persistent link: https://www.econbiz.de/10009374490