On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results

On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results

We provide new analytical results for the implementation of the Hausman specification test statistic in a standard panel data model, comparing the version based on the estimators computed from the untransformed random effects model specification under Feasible Generalized Least Squares and the one c...

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Bibliographic Details
Main Authors: Julie Le Gallo, Marc-Alexandre Sénégas
Format: Article
Language:English
Published: MDPI AG 2023-11-01
Series:Econometrics
Subjects:
random effects panel data model
Hausman specification test
quasi-demeaned model
Online Access:https://www.mdpi.com/2225-1146/11/4/25

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