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Robust Hausman Test

The Robust Hausman Test is a heteroscedasticity- and autocorrelation-robust version of the Hausman specification test, used to choose between fixed-effects and random-effects estimators in panel-data models. It builds on Hausman's 1978 test and the robust treatment of correlated effects developed by Arellano (1993).

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Heteroscedasticity- and Autocorrelation-Robust Hausman Specification Test

Taksonomisk metoderegister · regression-model / statistics

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