Test of random versus fixed effects with small within variation

DOI10.1016/j.econlet.2011.05.018zbMath1271.62147OpenAlexW2044439566MaRDI QIDQ1942936

Hyungsik Roger Moon, Jinyong Hahn, John C. Ham

Publication date: 14 March 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.05.018

zbMATH Keywords

bootstrapHausman testwithin variation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items

A Stein-like estimator for linear panel data models

Cites Work

• Some asymptotic theory for the bootstrap
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• Real Analysis and Probability