Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares—Solution

Badi Baltagi

Econometric Theory, 2005, vol. 21, issue 2, 483-484

Abstract: (a) Let , where Q is the fixed effects (FE) transformation given by Q = INT − P with P = IN [otimes ] ιTιT′/T.

Date: 2005
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