Hausman-type tests for individual and time effects in the panel regression model with incomplete data

DOI10.1016/j.jkss.2018.04.002zbMath1395.62352MaRDI QIDQ1657866

Y. Aharonov

Publication date: 14 August 2018

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2018.04.002

zbMATH Keywords

random effects; moment estimation; Hausman-type tests; incomplete panels; error component models

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

62F05: Asymptotic properties of parametric tests

Uses Software

• Stata
• xttest1