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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 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

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

Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments

Hausman, Jerry A. - 2011

This paper provides weak-instrument asymptotic representations of tests for instrument validity by Hahn and Hausman (HH) [Hahn, J., Hausman, J., 2002. A new specification test for the validity of instrumental variables. Econometrica, Vol. 70, pp. 163-189], and uses these representations to...

Persistent link: https://www.econbiz.de/10013131827

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