Some finite-sample results on the Hausman test

Jinyong Hahn, Zhipeng Liao, Nan Liu and Shuyang Sheng

Economics Letters, 2024, vol. 238, issue C

Abstract: 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.

Keywords: Control function; Endogeneity; Hausman test; Specification test (search for similar items in EconPapers)
JEL-codes: C14 C31 C32 (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Working Paper: Some Finite-Sample Results on the Hausman Test (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524002040

DOI: 10.1016/j.econlet.2024.111721

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