IDEAS home Printed from https://ideas.repec.org/a/eee/ecolet/v79y2003i3p361-369.html
   My bibliography  Save this article

Fixed effects, random effects or Hausman-Taylor?: A pretest estimator

Author

Listed:
  • Baltagi, Badi H.
  • Bresson, Georges
  • Pirotte, Alain

Abstract

No abstract is available for this item.

Suggested Citation

  • Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2003. "Fixed effects, random effects or Hausman-Taylor?: A pretest estimator," Economics Letters, Elsevier, vol. 79(3), pages 361-369, June.
  • Handle: RePEc:eee:ecolet:v:79:y:2003:i:3:p:361-369
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0165-1765(03)00007-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-1398, November.
    2. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    3. Cardellichio, Peter A, 1990. "Estimation of Production Behavior Using Pooled Microdata," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 11-18, February.
    4. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
    5. Owusu-Gyapong, Anthony, 1986. "Alternative Estimating Techniques for Panel Data on Strike Activity," The Review of Economics and Statistics, MIT Press, vol. 68(3), pages 526-531, August.
    6. Moulton, Brent R., 1986. "Random group effects and the precision of regression estimates," Journal of Econometrics, Elsevier, vol. 32(3), pages 385-397, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2009. "Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1358-1362, May.
    2. 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.
    3. Mitze, Timo, 2010. "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," MPRA Paper 23540, University Library of Munich, Germany.
    4. Yue Cheng & Christopher J. Green, 2008. "Taxes And Capital Structure: A Study Of European Companies," Manchester School, University of Manchester, vol. 76(s1), pages 85-115, September.
    5. Guggenberger, Patrik, 2010. "The impact of a Hausman pretest on the size of a hypothesis test: The panel data case," Journal of Econometrics, Elsevier, vol. 156(2), pages 337-343, June.
    6. Andrea Vaona & Mario Pianta, 2008. "Firm Size and Innovation in European Manufacturing," Small Business Economics, Springer, vol. 30(3), pages 283-299, March.
    7. Su, Liangjun & Lu, Xun, 2013. "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, vol. 176(2), pages 112-133.
    8. O'Brien, Raymond & Patacchini, Eleonora, 2003. "Testing the exogeneity assumption in panel data models with "non classical" disturbances," Discussion Paper Series In Economics And Econometrics 0302, Economics Division, School of Social Sciences, University of Southampton.
    9. Philippe Cyrenne & Robert Fenton & Joseph Warbanski, 2006. "Historic Buildings and Rehabilitation Expenditures: A Panel Data Approach," Journal of Real Estate Research, American Real Estate Society, vol. 28(4), pages 349-380.
    10. Marcelo José Braga Nonnenberg & Mário Jorge Cardoso de Mendonça, 2004. "Determinantes dos Investimentos Diretos Externos em Países em Desenvolvimento," Discussion Papers 1016, Instituto de Pesquisa Econômica Aplicada - IPEA.
    11. Andrés Rodríguez-Pose & Tobias D. Ketterer, 2012. "Do Local Amenities Affect The Appeal Of Regions In Europe For Migrants?," Journal of Regional Science, Wiley Blackwell, vol. 52(4), pages 535-561, October.
    12. Béatrice D'HOMBRES & Jean-Louis ARCAND, 2006. "Testing for Separation in Agricultural Household Models and Unobservable Household-Specific Effects," Working Papers 200632, CERDI.
    13. Patrick P. Walsh & Ciara Whelan, 2001. "Product differentiation and firm size distribution : an application to carbonated soft drinks," Working Papers 200113, School of Economics, University College Dublin.
    14. VILHUBERT, Lars, 1999. "Wage Flexibility and Contract Structure in Germany," Cahiers de recherche 9905, Universite de Montreal, Departement de sciences economiques.
    15. Jones, Andrew M. & Wildman, John, 2008. "Health, income and relative deprivation: Evidence from the BHPS," Journal of Health Economics, Elsevier, vol. 27(2), pages 308-324, March.
    16. Dasgupta,Basab & Lall,Somik V. & Lozano Gracia,Nancy, 2014. "Urbanization and housing investment," Policy Research Working Paper Series 115004, The World Bank.
    17. Carter Bloch, 2005. "R&D investment and internal finance: the cash flow effect," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 14(3), pages 213-223.
    18. Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003. "Semiparametric-efficient estimation of AR(1) panel data models," Journal of Econometrics, Elsevier, vol. 117(2), pages 279-309, December.
    19. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.
    20. Lucie Schmidt & Paul N. Courant, 2006. "Sometimes Close Is Good Enough: The Value Of Nearby Environmental Amenities," Journal of Regional Science, Wiley Blackwell, vol. 46(5), pages 931-951, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:79:y:2003:i:3:p:361-369. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: http://www.elsevier.com/locate/ecolet .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.