Fixed effects, random effects or Hausman-Taylor: a pretest estimator

DOI10.1016/S0165-1765(03)00007-7zbMath1255.62337OpenAlexW1507128998MaRDI QIDQ1927318

Alain Pirotte, Badi H. Baltagi, Georges Bresson

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(03)00007-7

zbMATH Keywords

fixed effectsrandom effectssimulationspanel datapretest estimatorHausman-Taylor

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Related Items (8)

One-step robust estimation of fixed-effects panel data models ⋮ A Stein-like estimator for linear panel data models ⋮ Robust linear static panel data models using \(\varepsilon\)-contamination ⋮ Pretest estimation in combining probability and non-probability samples ⋮ The Hausman-Taylor panel data model with serial correlation ⋮ THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST ⋮ The impact of a Hausman pretest on the size of a hypothesis test: the panel data case ⋮ Shrinkage estimation of panel data models with interactive effects

Cites Work

• Random group effects and the precision of regression estimates
• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• Useful matrix transformations for panel data analysis: a survey

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