Econometric Errors in an _Applied Economics_ Article

Dimitris Hatzinikolaou

Econ Journal Watch, 2010, vol. 7, issue 2, 107-112

Abstract: This comment points out some econometric errors contained in an Applied Economics article by Mavrommati and Papadopoulos (2005), to wit, the authors make an incorrect statement about the standard F-test; they claim erroneously that the Durbin-Watson test is irrelevant in panel data; they fail to test for serial correlation and random-walk errors; and they misuse the Durbin-Wu-Hausman test for the consistency of the fixed-effects estimator. Thus, their results are questionable. This comment aims to prevent novice researchers from repeating these errors, and to police standards at the journals.

Keywords: F-test; Durbin-Watson; Durbin-Wu-Hausman; panel data (search for similar items in EconPapers)
JEL-codes: C12 C52 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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