Hi,
I'd like to know if anyone has any suggestions on how to proceed when you
cannot perform the Hausman specification test because your data does not
meet the asymptotic assumptions of the test. The augmented regression
test is also based on the same assumptions of the Hausman and so is of
no help in this regard. I am using the Hausman test as a pre-test for
two-way causation but cannot perform it in some instances. Is any one
familiar with any alternatives to theses tests for @SLS? If not, is the
best approach to report results of both the OLS models and the 2SLS models?
Thanks.
DB
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