04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
- 1 February 2004
- journal article
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 20 (01) , 223-224
- https://doi.org/10.1017/s0266466604211094
Abstract
A Hausman test based on the difference between fixed effects two-stage least squares and error components two-stage least squares.Keywords
This publication has 2 references indexed in Scilit:
- Simultaneous equations with error componentsJournal of Econometrics, 1981
- Specification Tests in EconometricsEconometrica, 1978