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04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
Published online by Cambridge University Press: 05 March 2004
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A Hausman test based on the difference between fixed effects two-stage least squares and error components two-stage least squares.
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- PROBLEMS AND SOLUTIONS: PROBLEMS
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- © 2004 Cambridge University Press
References
REFERENCES
Baltagi, B.H.
(1981)
Simultaneous equations with error components.
Journal of Econometrics
17,
189–200.Google Scholar
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