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Tests of specification in econometrics |
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| Authors: | Paul A. Ruud |
| Affiliation: | University of California , Berkeley, 94720 |
| Abstract: | This survey of recent developments in testing for misspecification of econometric models reviews procedures based on a method due to Hausman. Particular attention is given to alternative forms of the test, its relationship to classical test procedures, and its role in pre-test estimation. |
| Keywords: | Hypothesis Tests Specification Tests Chow Tests Hausman Tests Maximum Likelihood Pre-Test Estimation Limited Dependent Variables Exogeneity |