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13-197/III - The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations


  • Authors
    Kazumitsu Nawata, University of Tokyo, Japan; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain
  • Publication date
    December 12, 2013
  • Keywords
    Hausman test, specification test, number of parameters, instrumental variable (IV) model, Box-Cox model, Sample selection bias
  • JEL
    C2, C5, I18