A Note on Specification Testing in Some Structural Regression Models
介绍了一个联合实施Durbin-Wu-Hausman外生性检验和Sargan-Hansen过度识别检验的单一人工回归框架，涵盖线性模型及其向非线性模型的扩展，并提供了实证例子和蒙特卡洛结果。
Abstract There exists a useful framework for jointly implementing Durbin–Wu–Hausman exogeneity and Sargan–Hansen overidentification tests, as a single artificial regression. This note sets out the framework for linear models and discusses its extension to nonlinear models. It also provides an empirical example and some Monte Carlo results.