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https://hdl.handle.net/10419/36982
Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Frondel, Manuel | en |
dc.contributor.author | Vance, Colin | en |
dc.date.accessioned | 2010-01-28 | - |
dc.date.accessioned | 2010-07-28T07:56:37Z | - |
dc.date.available | 2010-07-28T07:56:37Z | - |
dc.date.issued | 2010 | - |
dc.identifier.isbn | 978-3-86788-179-1 | en |
dc.identifier.uri | http://hdl.handle.net/10419/36982 | - |
dc.description.abstract | This paper proposes a variant of the classical HAUSMAN specification test commonly employed to decide whether the estimation of a random-effects model is a viable alternative to estimating fixed effects. Whereas the classical test probes the equality of fixed- and random effects, the proposed variant focuses on the equality of between-groups and fixed-effects coefficients. While both test procedures lead to the same conclusions, the panel model specification underlying our testing strategy facilitates the simultaneous estimation of the fixed- and between-groups effects. As a consequence, we are able to examine both the equality of the whole range of coefficients as well as that of individual variables. The usefulness of the test is illustrated using a panel of household travel data for Germany. | en |
dc.language.iso | eng | en |
dc.publisher | |aRheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |cEssen | en |
dc.relation.ispartofseries | |aRuhr Economic Papers |x160 | en |
dc.subject.jel | C12 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Specification tests | en |
dc.subject.keyword | fuel price elasticity | en |
dc.subject.stw | Panel | en |
dc.subject.stw | Statistischer Test | en |
dc.subject.stw | Theorie | en |
dc.title | Fixed, Random, or Something in Between? – A Variant of HAUSMAN's Specification Test for Panel Data Estimators | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 617381887 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:rwirep:160 | en |
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