Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>A Remark on Hausman's Specification Test

Econometrica: May, 1982, Volume 50, Issue 3

A Remark on Hausman's Specification Test

https://doi.org/0012-9682(198205)50:3<749:AROHST>2.0.CO;2-N
p. 749-760

Alberto Holly

The maximum likelihood approach is used to derive Hausman's specification test. Its asymptotic power is compared with the more conventional test procedures.

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