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A generalized specification test |
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| Authors: | Jerry A Hausman William E Taylor |
| Institution: | Massachusetts Institute of Technology, Cambridge, MA 02139, USA;Bell Telephone Laboratories, USA |
| Abstract: | In a non-linear parametric setting, a class of specification tests developed by Hausman (1978) is extended to accomodate a singular covariance matrix. An application to limited information tests for the exogeneity of instrumental variables is presented. |
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