The Hausman test, and some alternatives, with heteroskedastic data
Author(s) -
Viera Chmelarova
Publication year - 2006
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.936
Subject(s) - heteroscedasticity , hausman test , bootstrapping (finance) , estimator , econometrics , statistics , mathematics , fixed effects model , panel data
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