The Hausman test in a Cliff and Ord panel model

DOI10.1111/j.1368-423X.2010.00325.xzbMath1218.62101OpenAlexW1943681431MaRDI QIDQ3018489

Michael Pfaffermayr, Jan Mutl

Publication date: 27 July 2011

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00325.x

zbMATH Keywords

tablesspatial econometricswithin estimatorrandom effects estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

Related Items (8)

Maximum likelihood estimation of spatially and serially correlated panels with random effects ⋮ Empirical likelihood for spatial dynamic panel data models ⋮ Statistical Inference for Single-index Panel Data Models ⋮ Groundwater usage and strategic complements. I. (Instrumental Variables) ⋮ Spatial–temporal variation of casuarina spread in Cauvery delta and north eastern zone of Tamil Nadu, India: a spatial autoregressive model ⋮ A note on the Cliff and Ord test for spatial correlation in panel models ⋮ QML estimation of dynamic panel data models with spatial errors ⋮ Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model

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• A note on the proper econometric specification of the gravity equation
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• Matrix Analysis
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

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