Title of article :
Fixed effects, random effects or Hausman–Taylor?: A pretest estimator
Author/Authors :
Badi H. Baltagi، نويسنده , , Georges Bresson، نويسنده , , Alain Pirotte، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
This paper suggests a pretest estimator based upon two Hausman tests as an alternative to the fixed effects or random effects estimators for panel data models. The bias and RMSE properties of these estimators are investigated using Monte Carlo experiments
Keywords :
Panel data , Fixed effects , simulations , Random effects , Pretest estimator , Hausman–Taylor
Journal title :
Economics Letters
Journal title :
Economics Letters
