THE EQUIVALENCE OF HAUSMAN AND LAGRANGE MULTIPLIER TESTS OF INDEPENDENCE BETWEEN DISTURBANCE AND A SUBSET OF STOCHASTIC REGRESSORS Academic Article uri icon

abstract

  • This note shows that the Hausman test and Lagrange Multiplier tests of independence between the disturbance term and a subset of stochastic regressors in a regression equation are algebraically equivalent if they are evaluated at the 2SLS estimates of parameters. 1985.

published proceedings

  • ECONOMICS LETTERS

author list (cited authors)

  • HWANG, H.

citation count

  • 8

complete list of authors

  • HWANG, H

publication date

  • January 1985