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  1. Fixed, Random, or Something in Between? - A Variant of HAUSMAN's Specification Test for Panel Data Estimators
    Author: Frondel, Manuel; Vance, Colin
    Published: 2010
    Publisher:  Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Essen

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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783867881791
    Other identifier:
    Subjects: Panel; Schätztheorie; Statistischer Test; Theorie
    Other subjects: (stw)Panel; (stw)Schätztheorie; (stw)Statistischer Test; (stw)Theorie; Graue Literatur
    Scope: Online-Ressource
  2. Fixed, random, or something in between?
    a variant of HAUSMAN's specification test for panel data estimators
    Author: Frondel, Manuel; Vance, Colin
    Published: 2010
    Publisher:  RUB, Dep. of Economics [u.a.], Bochum

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9783867881791
    Other identifier:
    9783867881791
    Series: Ruhr economic papers ; 160
    Subjects: Panel; Schätztheorie; Statistischer Test; Theorie
    Other subjects: (stw)Panel; (stw)Schätztheorie; (stw)Statistischer Test; (stw)Theorie; (VLB-PF)BC: Paperback; (VLB-WN)1782: Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Graue Literatur
    Scope: 10 S., 24 cm
    Notes:

    Literaturangaben
  3. Fixed, random, or something in between?
    a variant of Hausman's specification test for panel data estimators
    Author: Frondel, Manuel; Vance, Colin
    Published: 2010
    Publisher:  RWI, Essen

    This paper proposes a variant of the classical HAUSMAN specification test commonly employed to decide whether the estimation of a random-effects model is a viable alternative to estimating fixed effects. Whereas the classical test probes the equality... more

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 10 (160)
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    This paper proposes a variant of the classical HAUSMAN specification test commonly employed to decide whether the estimation of a random-effects model is a viable alternative to estimating fixed effects. Whereas the classical test probes the equality of fixed- and random effects, the proposed variant focuses on the equality of between-groups and fixed-effects coefficients. While both test procedures lead to the same conclusions, the panel model specification underlying our testing strategy facilitates the simultaneous estimation of the fixed- and between-groups effects. As a consequence, we are able to examine both the equality of the whole range of coefficients as well as that of individual variables. The usefulness of the test is illustrated using a panel of household travel data for Germany. -- Specification tests ; fuel price elasticity

     
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    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783867881791
    Other identifier:
    hdl: 10419/36982
    Series: Ruhr economic papers ; 160
    Subjects: Panel; Statistischer Test; Theorie
    Scope: Online-Ressource (10 S.)
    Notes:

    Parallel als Druckausg. erschienen