A Pretest Estimator for the Two-Way Error Component Model
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- Cornwell, Christopher & Rupert, Peter, 1988. "Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 149-155, April.
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Keywords
two-way fixed-effects model; panel data; two-way random-effects model; two-way Hausman and Taylor estimator; Hausman test;All these keywords.
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