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Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares—Solution

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  • Baltagi, B.H.

Abstract

(a) Let , where Q is the fixed effects (FE) transformation given by Q = INT − P with P = IN [otimes ] ιTιT′/T.

Suggested Citation

  • Baltagi, B.H., 2005. "Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares—Solutio," Econometric Theory, Cambridge University Press, vol. 21(2), pages 483-484, April.
    • Handle: RePEc:cup:etheor:v:21:y:2005:i:02:p:483-484_21
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    Cited by:

    1. Vincent Fromentin, 2012. "Migration and unemployment duration in OECD countries: A dynamic panel analysis," Economics Bulletin, AccessEcon, vol. 32(2), pages 1113-1124.
    2. Regan, Tracy L., 2008. "Generic entry, price competition, and market segmentation in the prescription drug market," International Journal of Industrial Organization, Elsevier, vol. 26(4), pages 930-948, July.
    3. Jianjun Liu & Haili Pan & Shiyong Zheng, 2019. "Tourism Development, Environment and Policies: Differences between Domestic and International Tourists," Sustainability, MDPI, vol. 11(5), pages 1-15, March.

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