Bootstrapping the Hausman Test in Panel Data Models

DOI10.1080/03610918.2011.650261zbMath1347.62053MaRDI QIDQ4921588

Velimir Bole, Peter Rebec

Publication date: 13 May 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.650261

zbMATH Keywords

bootstrap; Monte Carlo simulation; panel data; Edgeworth expansion; Hausman test

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F40: Bootstrap, jackknife and other resampling methods

65C05: Monte Carlo methods

62E17: Approximations to statistical distributions (nonasymptotic)

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