Alternative ways of obtaining Hausman's test using artificial regressions

DOI10.1016/J.SPL.2007.02.003zbMATH Open1128.62124OpenAlexW2039775942MaRDI QIDQ2467373FDOQ2467373

Badi H. Baltagi, Long Liu

Publication date: 21 January 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.02.003

Recommendations

• The Hausman Test, and Some Alternatives, with Heteroskedastic Data
• Fixed, random, or something in between? A variant of Hausman's specification test for panel data estimators
• Fixed vs random: the Hausman test four decades later
• Specification testing in panel data with instrumental variables
• The Hausman test and weak instruments

zbMATH Keywords

random effects2SLSpanel data regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• Useful matrix transformations for panel data analysis: a survey
• On the testing of correlated effects with panel data
• A reformulation of the Hausman test for regression models with pooled cross-section-time-series data

This page was built for publication: Alternative ways of obtaining Hausman's test using artificial regressions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2467373)