| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061453 | Economics Letters | 2010 | 4 Pages |
Abstract
In a Monte Carlo experiment we show that using a small probability of Type I error may lead to reduced pretest estimator MSE when a Hausman pretest is used to choose between least squares and instrumental variables estimators.
Keywords
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Viera Chmelarova, R. Carter Hill,