
The Hausman test, and some alternatives, with heteroskedastic data
Author(s) -
Viera Chmelarova
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.936
Subject(s) - heteroscedasticity , hausman test , bootstrapping (finance) , estimator , econometrics , statistics , mathematics , test statistic , statistical hypothesis testing , panel data , fixed effects model