Hahn, Jinyong; Ham, John; Moon, Hyungsik Roger - In: Economics Letters 112 (2011) 3, pp. 293-297
Comparisons of within and between estimators using the conventional Hausman test may be subject to statistical problems if the within variation is not sufficiently large. Adopting an alternative asymptotic approximation, we propose a modification of Hausman test that is valid whether the within...