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Hausman's Specification Test as a Gauss-Newton Regression

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 13 , Issue 5 , October 1997 , pp. 757
Copyright
Copyright © Cambridge University Press 1997

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References

REFERENCES

Ahn, S.C. & Low, S. (1996) A reformulation of the Hausman test for regression models with pooled cross-section time-series data. Journal of Econometrics 71, 309–319.CrossRefGoogle Scholar
Hausman, J.A. (1978) Specification tests in econometrics. Econometrica 46, 1251–1271.CrossRefGoogle Scholar