Fixed, random, or something in between? A variant of Hausman's specification test for panel data estimators

DOI10.1016/J.ECONLET.2010.02.007MaRDI QIDQ985203zbMATH OpenOpenAlexFDO

Authors Manuel Frondel, Colin Vance

Publication date 20 July 2010

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2010.02.007

zbMATH Keywords

specification testsfuel price elasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics

Cited in

(8)

• The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
• Alternative ways of obtaining Hausman's test using artificial regressions
• Fixed vs random: the Hausman test four decades later
• Test of random versus fixed effects with small within variation
• Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test
• Fixed effects, random effects or Hausman-Taylor: a pretest estimator
• A Stein-like estimator for linear panel data models
• scientific article; zbMATH DE number 6533240 (Why is no real title available?)

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