The impact of a Hausman pretest on the size of a hypothesis test: the panel data case

DOI10.1016/j.jeconom.2009.11.003zbMath1431.62076OpenAlexW1992972735MaRDI QIDQ530953

Patrik Guggenberger

Publication date: 1 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.11.003

zbMATH Keywords

panel datasize distortionpretestHausman specification testfixed effects estimationrandom effects estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05)

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