The Econometric SocietyEconometrica: 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.Log In To View Full Content