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REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: RegWuTest performs a Wu (or Durbin-Wu-Hausman) specification test on a regression just estimated by instrumental variables. Because it works off the last regression, there are no parameters. Wu(1973), "Alternative tests of independence between stochastic regressors and disturbances", Econometrica vol 42, 529-546.

Language: RATS
Requires: RATS 7.00
Keywords: Wu test; Hausman test (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/regwutest.src (text/plain)

Related works:
Journal Article: Alternative Tests of Independence between Stochastic Regressors and Disturbances: Finite Sample Results (1974) Downloads
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Handle: RePEc:boc:bocode:rts00185