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Volumn 71, Issue 1-2, 1996, Pages 309-319

A reformulation of the Hausman test for regression models with pooled cross-section-time-series data

Author keywords

GMM test; Hausman test; Non stationary coefficients; Pooled cross section time series data

Indexed keywords


EID: 0040649454     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01707-7     Document Type: Article
Times cited : (19)

References (10)
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  • 2
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  • 3
    • 0001640839 scopus 로고
    • Pooling cross-section and time-series data in the estimation of a dynamic model: The demand for natural gas
    • Balestra, P. and M. Nerlove, 1966, Pooling cross-section and time-series data in the estimation of a dynamic model: The demand for natural gas, Econometrica 34, 585-612.
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    • Balestra, P.1    Nerlove, M.2
  • 4
    • 84986409149 scopus 로고
    • On efficient estimation with panel data: An empirical comparison of instrumental variables estimators
    • Baltagi, B. and S. Khanti-Akom, 1990, On efficient estimation with panel data: An empirical comparison of instrumental variables estimators, Journal of Applied Econometrics 5, 401-406.
    • (1990) Journal of Applied Econometrics , vol.5 , pp. 401-406
    • Baltagi, B.1    Khanti-Akom, S.2
  • 5
    • 0001147153 scopus 로고
    • Efficient estimation using panel data
    • Breusch, T.S., G.E. Mizon, and P. Schmidt, 1989, Efficient estimation using panel data, Econometrica 57, 695-700.
    • (1989) Econometrica , vol.57 , pp. 695-700
    • Breusch, T.S.1    Mizon, G.E.2    Schmidt, P.3
  • 6
    • 84986366136 scopus 로고
    • Efficient estimation with panel data: An empirical comparison of instrumental variables estimators
    • Cornwell, C. and P. Rupert, 1988, Efficient estimation with panel data: An empirical comparison of instrumental variables estimators, Journal of Applied Econometrics 3, 149-155.
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  • 7
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    • Hansen, P.L., 1982, Large sample properties of generalized method of moments estimators, Econometrica 50, 1029-1054.
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    • Hansen, P.L.1
  • 8
    • 0000250716 scopus 로고
    • Specification tests in econometrics
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    • (1978) Econometrica , vol.46 , pp. 1251-1272
    • Hausman, J.A.1
  • 9
    • 0000740902 scopus 로고
    • Panel data and unobservable individual effects
    • Hausman, J.A. and W.E. Taylor, 1981, Panel data and unobservable individual effects, Econometrica 49, 1377-1398.
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  • 10
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    • On the pooling of time series and cross section data
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    • Mundlak, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.