Hausman's Specification Test as a Gauss-Newton Regression

BH Baltagi - Econometric Theory, 1997 - cambridge.org
V,*= Xt,'b+ X!, c+ residual,(3) where y?,= yit-6yL, X!,= X,,-0X,,, X,,= X»-Xu yL= 2Uyit/T, XL=^ Lf-
iXjT, and 9= 1-(. o-Jcr,) with a}= Tcrj+ a*. Hausman's (1978) test is based on testing for c= 0 …

[图书][B] Evidence on the relation between interest tax benefits, firm characteristics, and leverage decisions

MC Chen - 1997 - search.proquest.com
Interest expense is the second largest deduction item on corporate income tax returns.
Under the current US tax system, the deductibility of interest can be regarded as a tax …

Asymptotic Properties of the Least-Squares Estimator of the Variance in a Linear Model

R Heijmans - Econometric Theory, 1997 - cambridge.org
V,*= Xt,'b+ X!, c+ residual,(3) where y?,= yit-6yL, X!,= X,,-0X,,, X,,= X»-Xu yL= 2Uyit/T, XL=^ Lf-
iXjT, and 9= 1-(. o-Jcr,) with a}= Tcrj+ a*. Hausman's (1978) test is based on testing for c= 0 …