Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model

DOI10.1080/07474938.2014.998148zbMath1491.62179OpenAlexW2010614452MaRDI QIDQ5864369

Badi H. Baltagi, Long Liu

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.998148

zbMATH Keywords

fixed effectsrandom effectspanel dataspatial modelHausman test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Model selection and model averaging for matrix exponential spatial models

Cites Work

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• Estimation of spatial autoregressive panel data models with fixed effects
• Panel data models with spatially correlated error components
• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• Testing panel data regression models with spatial error correlation.
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• The Hausman test in a Cliff and Ord panel model
• Specification Tests in Econometrics
• A Generalized Spatial Panel Data Model with Random Effects

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