The Hausman-Taylor panel data model with serial correlation

DOI10.1016/j.spl.2012.03.016zbMath1352.62167OpenAlexW2020027346MaRDI QIDQ449410

Long Liu, Badi H. Baltagi

Publication date: 30 August 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.016

zbMATH Keywords

fixed effectsrandom effectsserial correlationpanel datainstrumental variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

The two-way Hausman and Taylor estimator

Cites Work

• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Fixed effects, random effects or Hausman-Taylor: a pretest estimator
• Panel Data and Unobservable Individual Effects
• Serial Correlation and the Fixed Effects Model
• On the Pooling of Time Series and Cross Section Data
• Useful matrix transformations for panel data analysis: a survey