The Durbin–Wu–Hausman test (also called Hausman specification test) is a statistical hypothesis test in econometrics named after James Durbin, De-Min Wu, and Jerry A. Hausman. The test evaluates the consistency of an estimator when compared to an alternative, less efficient estimator which is already known to be consistent.
The Durbin–Wu–Hausman test (also called Hausman specification test) is a statistical hypothesis test in econometrics named after James Durbin, De-Min Wu, and Jerry A. Hausman. The test evaluates the consistency of an estimator when compared to an alternative, less efficient estimator which is already known to be consistent.
Source: Wikipedia "Durbin–Wu–Hausman test" · CC BY-SA 4.0
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