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The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data

Published online by Cambridge University Press:  18 October 2010

Abstract

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Type
Problems
Copyright
Copyright © Cambridge University Press 1989

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References

REFERENCES

1.Boothe, P.B. & MacKinnon, J.G.. A specification test for models estimated by GLS. The Review of Economics and Statistics 68 (1986): 711714.CrossRefGoogle Scholar
2.Hausman, J.A.Specification tests in econometrics. Econometrica 46 (1978): 12511271.Google Scholar
3.Hausman, J.A. & Taylor, W.E.. Panel data and unobservable individual effects. Econometrica 49 (1981): 13771398.Google Scholar