The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953): Difference between revisions
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Property / Mathematics Subject Classification ID: 62F05 / rank | |||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / zbMATH DE Number: 6608364 / rank | |||
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fixed effects estimation | |||
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Hausman specification test | |||
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panel data | |||
Property / zbMATH Keywords: panel data / rank | |||
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pretest | |||
Property / zbMATH Keywords: pretest / rank | |||
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random effects estimation | |||
Property / zbMATH Keywords: random effects estimation / rank | |||
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size distortion | |||
Property / zbMATH Keywords: size distortion / rank | |||
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Revision as of 08:49, 1 July 2023
scientific article
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English | The impact of a Hausman pretest on the size of a hypothesis test: the panel data case |
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Statements
The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (English)
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1 August 2016
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fixed effects estimation
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Hausman specification test
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panel data
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pretest
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random effects estimation
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size distortion
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