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The impact of a Hausman pretest on the size of a hypothesis test: The panel data case
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- Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
- McCloskey, Adam, 2017.
"Bonferroni-based size-correction for nonstandard testing problems,"
Journal of Econometrics, Elsevier, vol. 200(1), pages 17-35.
- Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
- Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2013.
"Market discipline during crisis: Evidence from bank depositors in transition countries,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5436-5451.
- Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2012. "Market Discipline during Crisis: Evidence from Bank Depositors in Transition Countries," MPRA Paper 43693, University Library of Munich, Germany.
- Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozlowski, Lukasz, 2012. "Market Discipline during Crisis: Evidence from Bank Depositors in Transition Countries," Working Papers 12-12, University of Pennsylvania, Wharton School, Weiss Center.
- Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2013. "Market discipline during crisis: Evidence from bank depositors in transition countries," BOFIT Discussion Papers 21/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Akhtaruzzaman, M. & Berg, Nathan & Hajzler, Christopher, 2017.
"Expropriation risk and FDI in developing countries: Does return of capital dominate return on capital?,"
European Journal of Political Economy, Elsevier, vol. 49(C), pages 84-107.
- M. Akhtaruzzaman & Nathan Berg & Christopher Hajzler, 2017. "Expropriation Risk and FDI in Developing Countries: Does Return of Capital Dominate Return on Capital?," Staff Working Papers 17-9, Bank of Canada.
- Kabaila, Paul & Mainzer, Rheanna & Farchione, Davide, 2015. "The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals," Economics Letters, Elsevier, vol. 131(C), pages 12-15.
- Guarino, Cassandra M. & Reckase, Mark D. & Stacy, Brian & Wooldridge, Jeffrey M., 2014. "Evaluating Specification Tests in the Context of Value-Added Estimation," IZA Discussion Papers 7974, Institute of Labor Economics (IZA).
- Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
- Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020.
"Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
- Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
- Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory," Cahiers de recherche 14-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Bartolucci, Francesco & Bacci, Silvia & Pigini, Claudia, 2017. "Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data," Econometrics and Statistics, Elsevier, vol. 3(C), pages 112-131.
- Leslie E. Papke & Jeffrey M. Wooldridge, 2023. "A simple, robust test for choosing the level of fixed effects in linear panel data models," Empirical Economics, Springer, vol. 64(6), pages 2683-2701, June.
- Paul Kabaila & Rheanna Mainzer & Davide Farchione, 2017. "Conditional assessment of the impact of a Hausman pretest on confidence intervals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 71(4), pages 240-262, November.
- Pedro H. C. Sant'Anna & Qi Xu, 2023. "Difference-in-Differences with Compositional Changes," Papers 2304.13925, arXiv.org, revised Jan 2025.
- Wooldridge, Jeffrey M., 2019. "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, vol. 211(1), pages 137-150.
- Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2013.
"Market discipline during crisis: Evidence from bank depositors in transition countries,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5436-5451.
- Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2012. "Market Discipline during Crisis: Evidence from Bank Depositors in Transition Countries," MPRA Paper 43693, University Library of Munich, Germany.
- Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2013. "Market discipline during crisis : Evidence from bank depositors in transition countries," BOFIT Discussion Papers 21/2013, Bank of Finland, Institute for Economies in Transition.
- Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozlowski, Lukasz, 2012. "Market Discipline during Crisis: Evidence from Bank Depositors in Transition Countries," Working Papers 12-12, University of Pennsylvania, Wharton School, Weiss Center.
- Chatelain, Jean-Bernard & Ralf, Kirsten, 2021.
"Inference on time-invariant variables using panel data: A pretest estimator,"
Economic Modelling, Elsevier, vol. 97(C), pages 157-166.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers halshs-03059883, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: A pretest estimator," PSE-Ecole d'économie de Paris (Postprint) halshs-03672612, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers halshs-01719835, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020. "Inference on time-invariant variables using panel data: a pretest estimator," Working Papers halshs-03059883, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: A pretest estimator," Post-Print halshs-03672612, HAL.
- Jean-Bernard Chatelain & Kirsten Ralf, 2021. "Inference on time-invariant variables using panel data: a pretest estimator," Working Papers halshs-01719835, HAL.
- Firmin Doko Tchatoka, 2015.
"On bootstrap validity for specification tests with weak instruments,"
Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
- Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
- Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics and Public Policy Working Papers 2014-06, University of Adelaide, School of Economics and Public Policy.
- Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," MPRA Paper 47485, University Library of Munich, Germany.
- Wang, Yun & Zhang, Yonghui & Zhou, Qiankun, 2016. "A Stein-like estimator for linear panel data models," Economics Letters, Elsevier, vol. 141(C), pages 156-161.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
- Minsu Chang & Francis J. DiTraglia, 2020. "A Generalized Focused Information Criterion for GMM," Papers 2011.07085, arXiv.org.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2020.
"Uniform Inference after Pretesting for Exogeneity,"
MPRA Paper
99243, University Library of Munich, Germany.
- Firmin Doko Tchatoka & Wenjie Wang, 2020. "Uniform Inference after Pretesting for Exogeneity," School of Economics and Public Policy Working Papers 2020-05, University of Adelaide, School of Economics and Public Policy.
- Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
- Squires, Dale, 2016. "Firm behavior under quantity controls: The theory of virtual quantities," Journal of Environmental Economics and Management, Elsevier, vol. 79(C), pages 70-86.
- Wang, Wenjie & Doko Tchatoka, Firmin, 2018. "On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity," Journal of Econometrics, Elsevier, vol. 207(1), pages 188-211.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2024. "Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity," MPRA Paper 123060, University Library of Munich, Germany.
- Hutniczak, Barbara, 2015. "Modeling heterogeneous fleet in an ecosystem based management context," Ecological Economics, Elsevier, vol. 120(C), pages 203-214.
- repec:zbw:bofitp:2013_021 is not listed on IDEAS
- Moh’d Al-Azzam & Christopher Parmeter, 2021. "Competition and microcredit interest rates: international evidence," Empirical Economics, Springer, vol. 60(2), pages 829-868, February.
- Nicholas King & P. Dorian Owen & Rick Audas, 2012.
"Playoff Uncertainty, Match Uncertainty and Attendance at Australian National Rugby League Matches,"
The Economic Record, The Economic Society of Australia, vol. 88(281), pages 262-277, June.
- Nicholas King & P Dorian Owen & Rick Audas, 2010. "Playoff Uncertainty, Match Uncertainty and Attendance at Australian National Rugby League Matches," NCER Working Paper Series 61, National Centre for Econometric Research.
- Nicholas King & P. Dorian Owen & Rick Audas, 2010. "Playoff Uncertainty, Match Uncertainty and Attendance at Australian National Rugby League Matches," Working Papers 1007, University of Otago, Department of Economics, revised Aug 2010.
- Ikeda, Shin S., 2019. "Illiquidity in the Japan electric power exchange," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 16-39.
- Li, Haiqi & Chen, Xingyi & Liang, Jufang, 2022. "Shrinkage estimation of panel data models with interactive effects," Economics Letters, Elsevier, vol. 210(C).
- Naoya Sueishi, 2022. "A Misuse of Specification Tests," Papers 2211.11915, arXiv.org.
- Nakabayashi, Masaki, 2019. "Ownership structure and market efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 189-212.