Bootstrapping the Hausman Test in Panel Data Models

DOI10.1080/03610918.2011.650261zbMath1347.62053OpenAlexW2168838864MaRDI QIDQ4921588

Velimir Bole, Peter Rebec

Publication date: 13 May 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.650261

zbMATH Keywords

bootstrapMonte Carlo simulationpanel dataEdgeworth expansionHausman test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Unnamed Item
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Another look at the instrumental variable estimation of error-components models
• The power of bootstrap and asymptotic tests
• On the testing of correlated effects with panel data
• Edgeworth expansion in regression models
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
• Unusual properties of bootstrap confidence intervals in regression problems
• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping regression models
• On the validity of the formal Edgeworth expansion
• Bootstrapping error component model
• Saddlepoint expansions in linear regression.
• Bootstrap and wild bootstrap for high dimensional linear models
• Specification Tests in Econometrics
• Asymptotic expansion for weighted least squares in linear regression models
• Bootstrap tests: how many bootstraps?
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• The bootstrap and Edgeworth expansion