Alternative ways of obtaining Hausman's test using artificial regressions

DOI10.1016/J.SPL.2007.02.003MaRDI QIDQ2467373zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

random effects2SLSpanel data regression model

Mathematics Subject Classification ID

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

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Cites work

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

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