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Economics Letters

Fixed, random, or something in between? A variant of Hausman's specification test for panel data estimators

This paper proposes a variant of the Hausman specification test for panel models that allows us to examine both the equality of the whole sets of coefficients of two alternative models as well as that of individual variables.

Frondel, M. und C. Vance (2010), Fixed, random, or something in between? A variant of Hausman's specification test for panel data estimators. Economics Letters, 107, 3, 327-329

DOI: 10.1016/j.econlet.2010.02.007

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