A reformulation of the Hausman test for regression models with pooled cross-section-time-series data

DOI10.1016/0304-4076(94)01707-7zbMath0850.62898OpenAlexW2085103888MaRDI QIDQ1915454

Yanyan Li

Publication date: 17 July 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01707-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Alternative ways of obtaining Hausman's test using artificial regressions

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• On the testing of correlated effects with panel data
• Instrumental-Variable Estimation of an Error-Components Model
• Efficient Estimation Using Panel Data
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data

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