A robust bootstrap approach to the Hausman test in stationary panel data models
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References listed on IDEAS
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Cited by:
- Beste Hamiye Beyaztas & Soutir Bandyopadhyay & Abhijit Mandal, 2021. "A robust specification test in linear panel data models," Papers 2104.07723, arXiv.org.
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More about this item
Keywords
Hausman test; random effects model; wild bootstrap; heteroskedasticity;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-12-19 (Econometrics)
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