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Testing for causal effects in a generalized regression model with endogenous regressors

Abrevaya, Jason; Hausman, Jerry A.; Khan, Shakeeb - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 6, pp. 2043-2061

Persistent link: https://www.econbiz.de/10008823614

Difference in difference meets generalized least squares : higher order properties of hypotheses tests

Hausman, Jerry A.; Kuersteiner, Guido M. - In: Journal of econometrics 144 (2008) 2, pp. 371-391

Persistent link: https://www.econbiz.de/10003774649

Testing overidentifying restrictions with many instruments and heteroskedasticity

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - In: Journal of econometrics 178 (2014) 1, pp. 15-21

Persistent link: https://www.econbiz.de/10010254992

Asymptotic properties of the Hahn-Hausman test for weak-instruments

Hausman, Jerry A.; Stock, James H.; Yogo, Motohiro - In: Economics letters 89 (2005) 3, pp. 333-342

Persistent link: https://www.econbiz.de/10003183609

A new specification test for the validity of instrumental variables

Hahn, Jinyong; Hausman, Jerry A. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 163-189

Persistent link: https://www.econbiz.de/10001648104

A new specification test for the validity of instrumental variables

Hahn, Jinyong; Hausman, Jerry A. - 1999

Persistent link: https://www.econbiz.de/10001446996

Specification test on mixed logit models

Hahn, Jinyong; Hausman, Jerry A.; Lustig, Josh - In: Journal of econometrics 219 (2020) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10012483184

Increasing the power of specification tests

Woutersen, Tiemen; Hausman, Jerry A. - In: Journal of econometrics 211 (2019) 1, pp. 166-175

Persistent link: https://www.econbiz.de/10012303611

Increasing the power of specification tests

Woutersen, Tiemen; Hausman, Jerry A. - 2018

Persistent link: https://www.econbiz.de/10012030535

Increasing the power of specification tests

Woutersen, Tiemen; Hausman, Jerry A. - 2018

This paper shows how to increase the power of Hausman's (1978) specification test as well as the difference test in a large class of models. The idea is to impose the restrictions of the null and the alternative hypotheses when estimating the covariance matrix. If the null hypothesis is true...

Persistent link: https://www.econbiz.de/10011878190