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Misspecification Test Methods in Econometrics
Zongwu Cai, Yongmiao Hong, Qi Li
Journal of Econometrics 178 (2014) 1–3
#002287 20160221 ()
This special issue of the Journal of Econometrics is based upon an international econometrics conference held in 2010 in Xiamen, China. The title of the conference was “International Symposium on Econometrics of Specification Test in 30 Years”. The conference was organized by Zongwu Cai and Yongmiao Hong. Financial support was provided by The Wang Yanan Institute for Studies in Economics, Xiamen University. Many world renowned econometricians attended this conference, including Jerry Hausman, Cheng Hsiao, Whitney Newey, George Tauchen and Hal White. The conference took place on around the 30-year anniversary of the publication of the seminar ‘Hausman test’ paper (Hausman, 1978). Other early works on specification tests in the econometrics literature include Bierens (1982), White (1982), Hsiao and Small (1985), Newey, 1985a and Newey, 1985b, Tauchen (1985), Andrews (1988), Phillips and Perron (1988) and Robinson (1989), among others. Since then the literature on model specification tests has grown exponentially. The purpose of the 2010 conference was to bring econometricians together to present the recent exciting developments in the area of model specification tests.
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