Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/36982 
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dc.contributor.authorFrondel, Manuelen
dc.contributor.authorVance, Colinen
dc.date.accessioned2010-01-28-
dc.date.accessioned2010-07-28T07:56:37Z-
dc.date.available2010-07-28T07:56:37Z-
dc.date.issued2010-
dc.identifier.isbn978-3-86788-179-1en
dc.identifier.urihttp://hdl.handle.net/10419/36982-
dc.description.abstractThis 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.isoengen
dc.publisher|aRheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |cEssenen
dc.relation.ispartofseries|aRuhr Economic Papers |x160en
dc.subject.jelC12en
dc.subject.ddc330en
dc.subject.keywordSpecification testsen
dc.subject.keywordfuel price elasticityen
dc.subject.stwPanelen
dc.subject.stwStatistischer Testen
dc.subject.stwTheorieen
dc.titleFixed, Random, or Something in Between? – A Variant of HAUSMAN's Specification Test for Panel Data Estimators-
dc.typeWorking Paperen
dc.identifier.ppn617381887en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:rwirep:160en

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