Answers are grounded in this paper and cite their sources.
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.
No takes yet. Share an insight, caveat, or question.
Paul A. Ruud (1984) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: