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04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares

Published online by Cambridge University Press:  05 March 2004

Badi H. Baltagi
Badi H. Baltagi
Affiliation:
Texas A&M University
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Extract

A Hausman test based on the difference between fixed effects two-stage least squares and error components two-stage least squares.

Type
PROBLEMS AND SOLUTIONS: PROBLEMS
Information
Econometric Theory , Volume 20 , Issue 1 , February 2004 , pp. 223 - 224
Copyright
© 2004 Cambridge University Press

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References

REFERENCES

Baltagi, B.H. (1981) Simultaneous equations with error components. Journal of Econometrics 17, 189–200.Google Scholar
Hausman, J. (1978) Specification tests in econometrics. Econometrica 46, 1251–1271.Google Scholar