The Hausman Test in a Cliff and Ord Panel Model
By Jan Mutl, M. Pfaffermayr. 2011
214 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/72f0b43b6fd440f3029062418ad7c45d55a0587e
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In Economics and Econometrics
- Jihai Yu
- Lung-fei Lee
- A. Ahrens
- Arnab Bhattacharjee
- J. Paul Elhorst
- G. Resende
- A. Carvalho
- Patricia A. M. Sakowski
Citations in the corpus
- Matlab Software for Spatial Panels (2014, unknown): “Mutl and Pfaffermayr (2010) derive the Hausman test when the fixed and random effects”
- Evaluating multiple spatial dimensions of economic growth in Brazil using spatial panel data models (2016, methodology): “To test whether the zero correlation assumption is valid, so that we can rely on the random effects estimation results, we can resort to the spatial Hausman test, discussed in Mutl and Pfaermayr (2011).”
- Cultural Diversity and Local Labour Markets (2014, methodology): “Therefore, a modified estimator proposed by MUTL and PFAFFERMAYR (2011) is applied.”
- Spatial Spillovers in the Development of Institutions (2013, unknown): “Under further conditions, ρ̂→ ρ (Kelejian and Prucha, 1998, 1999; Mutl and Pfaffermayr, 2011).”
- Some recent developments in spatial panel data models (2010, methodology): “Mutl and Pfaffermayr (2008) consider the estimation of spatial panel data models with spatial lags under both fixed and random effects specifications, and propose a Hausman type specification test.”
- Two-Step Lasso Estimation of the Spatial Weights Matrix (2015, background): “Spatio-temporal panel models, such as the spatial autoregressive model in (1.1), have recently attracted much attention; see, for example, [18–22].”