On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results

We provide new analytical results for the implementation of the Hausman specification test statistic in a standard panel data model, comparing the version based on the estimators computed from the untransformed random effects model specification under Feasible Generalized Least Squares and the one c...

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Principais autores:	Julie Le Gallo, Marc-Alexandre Sénégas
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2023-11-01
coleção:	Econometrics
Assuntos:	random effects panel data model Hausman specification test quasi-demeaned model
Acesso em linha:	https://www.mdpi.com/2225-1146/11/4/25
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