Tests of specification in econometrics
综述了基于Hausman方法的计量模型误设定检验最新进展，重点讨论了检验的多种形式、与经典检验的关系及其在预检验估计中的作用。
Abstract This survey of recent developments in testing for misspecification of econometric models reviews procedures based on a method due to Hausman. Particular attention is given to alternative forms of the test, its relationship to classical test procedures, and its role in pre-test estimation. Keywords: Hypothesis TestsSpecification TestsChow TestsHausman TestsMaximum LikelihoodPre-Test EstimationLimited Dependent VariablesExogeneity