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Fixed, random, or something in between? : a variant of Hausman's specification test for panel data estimators

Frondel, Manuel; Vance, Colin - In: Economics letters 107 (2010) 3, pp. 327-329

Persistent link: https://www.econbiz.de/10008648232

Fixed, random, or something in between? : a variant of HAUSMAN’s specification test for panel data estimators

Frondel, Manuel; Vance, Colin - 2010

Persistent link: https://www.econbiz.de/10008839892

Fixed, random, or something in between? : a variant of Hausman's specification test for panel data estimators

Frondel, Manuel; Vance, Colin - 2010

estimation of a random-effects model is a viable alternative to estimating fixed effects. Whereas the classical test probes the … strategy facilitates the simultaneous estimation of the fixed- and between-groups effects. As a consequence, we are able to …

Persistent link: https://www.econbiz.de/10003924468

Choice is suffering : a focused information criterion for model selection

Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - 2011

In contrast to conventional measures, the Focused Information Criterion (FIC) allows the purpose-specific selection of models, thereby reflecting the idea that one kind of model might be appropriate for inferences on a parameter of interest, but not for another. Ever since its invention, the FIC...