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

Econometric Theory

Volumn 20, Issue 1, 2004, Pages 223-224

  Baltagi, Badi H ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85013364895     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466604211094     Document Type: Article

References (2)

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