The Hausman-Taylor panel data model with serial correlation

DOI10.1016/J.SPL.2012.03.016MaRDI QIDQ449410zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi, Long Liu

Publication date 30 August 2012

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

Full work available at URL https://doi.org/10.1016/j.spl.2012.03.016

zbMATH Keywords

fixed effectsinstrumental variablespanel datarandom effectsserial correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Fixed effects, random effects or Hausman-Taylor: a pretest estimator
• On the Pooling of Time Series and Cross Section Data
• Panel Data and Unobservable Individual Effects
• Serial Correlation and the Fixed Effects Model
• Useful matrix transformations for panel data analysis: a survey

Cited in

(4)

• Relative efficiency of first difference estimator in panel data regression with serially correlated error components
• Flexible panel stochastic frontier model with serially correlated errors
• A robust Hausman-Taylor estimator
• The two-way Hausman and Taylor estimator

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