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

DOI10.1016/J.ECONLET.2010.02.007zbMATH Open1201.62141OpenAlexW3124421326MaRDI QIDQ985203FDOQ985203

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

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zbMATH Keywords

specification testsfuel price elasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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

Cited In (8)

• Alternative ways of obtaining Hausman's test using artificial regressions
• Title not available (Why is that?)
• 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
• A Stein-like estimator for linear panel data models
• Fixed vs random: the Hausman test four decades later
• Fixed effects, random effects or Hausman-Taylor: a pretest estimator
• The impact of a Hausman pretest on the size of a hypothesis test: the panel data case

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