Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model

DOI10.1108/S0731-9053(2012)0000029013zbMath1453.62508OpenAlexW103238634MaRDI QIDQ5133581

Badi H. Baltagi, Michaela Kesina, Peter Egger

Publication date: 10 November 2020

Published in: Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000029013

zbMATH Keywords

small sample propertiesspatial random effectsHausman-Taylor estimator

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Causal inference from observational studies (62D20)

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