The two-way Hausman and Taylor estimator

DOI10.1016/J.ECONLET.2023.111159OpenAlexW4372311939MaRDI QIDQ6047350

Badi H. Baltagi

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111159

zbMATH Keywords

panel dataHausman testfixed and random effectstwo-way error components modelHausman and Taylor estimator.

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• The Hausman-Taylor panel data model with serial correlation
• A note on the equivalence of specification tests in the two-factor multivariate variance components model
• Estimation of linear models with crossed-error structure
• The econometrics of multi-dimensional panels. Theory and applications
• Econometric analysis of panel data
• Instrumental-Variable Estimation of an Error-Components Model
• Efficient Estimation Using Panel Data
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• The two-way Mundlak estimator

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