The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals-Reference-Cited by-同舟云学术

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The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals

Published:2015-06 Issue: Volume:131 Page:12-15
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Kabaila Paul,Mainzer Rheanna,Farchione Davide

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference8 articles.

1. Econometric Analysis of Panel Data;Baltagi,2005

2. The impact of a Hausman pretest on the size of a hypothesis test: the panel data case;Guggenberger;J. Econometrics,2010

3. Specification tests in econometrics;Hausman;Econometrica,1978

4. Panel data and unobservable individual effects;Hausman;Econometrica,1981

5. Analysis of Panel Data;Hsiao,1986

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory;Journal of Econometrics;2020-10

2. The effect of a Durbin–Watson pretest on confidence intervals in regression;Statistica Neerlandica;2020-08-16

3. An alternative to confidence intervals constructed after a Hausman pretest in panel data;Australian & New Zealand Journal of Statistics;2019-11-15

4. THE EFFECT OF A PRELIMINARY HAUSMAN TEST ON CONFIDENCE INTERVALS;Bulletin of the Australian Mathematical Society;2018-08-15

5. To Pool or Not to Pool: Revisited;Oxford Bulletin of Economics and Statistics;2017-12-07

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