Hausman Test

HAUSMAN TEST

Jun 15, 11

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CEMA member Roberto Hausman,

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Gerald Hausman

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Mr. Hausman has extensive

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Raoul Hausman.

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Equation

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$Then the Hausman statistic is:$

Figure 8: The Hausman test

Hausman Test: Frederic P Miller, Agnes F Vandome, John Mc Brewster: PB Books

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