Increasing the power of specification tests
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2018.12.012
Abstract: 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… read more here.
Keywords: specification tests; increasing power; test; specification ... See more keywords