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Alternative ways of obtaining Hausman's test using artificial regressions

Author
BALTAGI, Badi H1 ; LONG LIU1
[1] Department of Economics, Syracuse University, Syracuse, NY 13244, United States
Source

Statistics & probability letters. 2007, Vol 77, Num 13, pp 1413-1417, 5 p ; ref : 1/4 p

CODEN
SPLTDC
ISSN
0167-7152
Scientific domain
Mathematics
Publisher
Elsevier, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
C12; C33 Hausman test; 2SLS; Panel data; Random effects; Wald test
Keyword (fr)
Econométrie Effet aléatoire Estimation erreur Méthode moindre carré Méthode statistique Régression statistique Test Wald Théorie probabilité 62Jxx 62P20 Donnée panel Effet fixe Test spécification
Keyword (en)
Econometrics Random effect Error estimation Least squares method Statistical method Statistical regression Wald test Probability theory Panel data Fixed effect Specification test
Keyword (es)
Econometría Efecto aleatorio Estimación error Método cuadrado menor Método estadístico Regresión estadística Test Wald Teoría probabilidad
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
18976959

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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