Some finite-sample results on the Hausman test

被引：2
|
作者：
Hahn, Jinyong [1 ]
Liao, Zhipeng [1 ]
Liu, Nan [2 ]
Sheng, Shuyang [1 ]
机构：
[1] UCLA, Dept Econ, Los Angeles, CA 90095 USA
[2] Xiamen Univ, Wang Yanan Inst Studies Econ, Sch Econ, Xiamen 361005, Fujian, Peoples R China
来源：
ECONOMICS LETTERS | 2024年 / 238卷
关键词：
Control function; Endogeneity; Hausman test; Specification test;
D O I：
10.1016/j.econlet.2024.111721
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper shows the endogeneity test in linear instrumental variable models using the control function approach resembles the Hausman test. Test statistics used in these tests can be numerically ranked, revealing their relative power properties in finite samples.
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页数：4
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