The Hausman Test and Weak Instruments
By Jinyong Hahn, John C. Ham, H. R. Moon. 2011
108 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/55d73db14ebb3888dc4e879a4f40c0f68142558f
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In Economics and Econometrics
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Citations in the corpus
- The impact of a Hausman pretest on the size of a hypothesis test: The panel data case (2010, background): “Furthermore, variants of Hausman pretests are still being developed in the theoretical literature, see e.g. Hahn et al. (2009).”
- THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST (2009, methodology): “Dhrymes (2008) provides alternatives to Hausman pretests based on estimators of the correlation between the structural and reduced form errors.”
- OLS and IV estimation of regression models including endogenous interaction terms (2019, methodology): “51), is not robust to weak instruments (Staiger and Stock, 1997; Hahn et al., 2011). In the case of weak instruments, however, one can still test Assumption 2 exploiting a weak instrument robust version of the Hausman test proposed by Hahn et al. (2011). In the case of exact identi cation, i.”