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