The impact of a Hausman pretest on the size of a hypothesis test: The panel data case

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Uniformity and the Delta Method (2015, background): “…2003; Andrews et al. 2006); the ‘local-tounit root’ analysis for autoregressive parameters (see Stock and Watson 1996; Mikusheva 2007); and the behavior of estimators, tests and confidence sets that follow a pre-testing or a model selection stage (Leeb and Pötscher 2005; Guggenberger 2010a).”
THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST (2009, methodology): “the power of the 2SLS-based test, especially for small h2, a finding well reflected in simulations in Guggenberger (2008). 6.”