On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results
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- Julie Le Gallo & Marc-Alexandre Sénégas, 2023. "On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results," Post-Print hal-04278648, HAL.
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Keywords
random effects panel data model; Hausman specification test; quasi-demeaned model;All these keywords.
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