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In panel data econometrics the Hausman test is of central importance to select an e?cient estimator of the models' slope parameters. When testing the null hypothesis of no correlation between unobserved heterogeneity and observable explanatory variables by means of the Hausman test model...
Persistent link: https://www.econbiz.de/10010296293
In this note we consider several versions of the bootstrap and argue that it is helpful in explaining and thinking about such procedures to use an explicit representation of the random resampling process. To illustrate the point we give such explicit representations and use them to produce some...
Persistent link: https://www.econbiz.de/10010318926
In this note we consider several versions of the bootstrap and argue that it can be helpful in explaining and thinking about such procedures to use an explicit representation of the random resampling process. To illustrate the point we give such explicit representations and use them to produce...
Persistent link: https://www.econbiz.de/10010319001
Persistent link: https://www.econbiz.de/10003752607
Persistent link: https://www.econbiz.de/10003644043
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Persistent link: https://www.econbiz.de/10003907281
In panel data econometrics the Hausman test is of central importance to select an e±cient estimator of the models' slope parameters. When testing the null hypothesis of no correlation between unobserved heterogeneity and observable explanatory variables by means of the Hausman test model...
Persistent link: https://www.econbiz.de/10003587048
Persistent link: https://www.econbiz.de/10003625191
Persistent link: https://www.econbiz.de/10003921438