Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5060320 | Economics Letters | 2011 | 5 Pages |
Abstract
⺠Hausman (1978) provided a test of random effects versus fixed effects. ⺠If the within variation is small, the usual Hausman test may be invalid. ⺠We provide a valid version of the Hausman test of between versus fixed effects. ⺠We show that a version of the bootstrap provides a valid critical value.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jinyong Hahn, John Ham, Hyungsik Roger Moon,