Entity usage
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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.
Showing below up to 18 results in range #1 to #18.
- A Hausman Test for Spatial Regression Model: Label: en
- The Hausman Test, and Some Alternatives, with Heteroskedastic Data: Label: en
- Fixed vs Random: The Hausman Test Four Decades Later: Label: en
- A Simple Test for Identification in GMM under Conditional Moment Restrictions: Label: en
- Extending the Hausman Test to Check for the Presence of Outliers: Label: en
- Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression: Label: en
- Sovereign Bond Spread Drivers in the EU Market in the Aftermath of the Global Financial Crisis: Label: en
- Using Panel Data to Examine Racial and Gender Differences in Debt Burdens: Label: en
- Labor Allocation in a Household and its Impact on Production Efficiency: A Comparison of Panel Modeling Approaches: Label: en
- Quantile Regression Estimation of Panel Duration Models with Censored Data: Label: en
- Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model: Label: en
- A Robust Hausman–Taylor Estimator: Label: en
- Errors-in-Variables and the Wavelet Multiresolution Approximation Approach: A Monte Carlo Study: Label: en
- Overcoming the Many Weak Instrument Problem Using Normalized Principal Components: Label: en
- An Expository Note on the Existence of Moments of Fuller and HFUL Estimators: Label: en
- A Minimum Mean Squared Error Semiparametric Combining Estimator: Label: en
- Combining Two Consistent Estimators: Label: en
- The Diffusion of Hausman's Econometric Ideas: Label: en
