Essays about: "Hausman test"

Showing result 11 - 14 of 14 essays containing the words Hausman test.

  1. 11. The Accuracy of the Hausman Test in Panel Data: a Monte Carlo Study

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Teodora Sheytanova; [2015]
    Keywords : ;

    Abstract : .... READ MORE

  3. 12. Investment Companies’ Discount Fluctuation on the Swedish Market : A statistical analysis regarding different micro-   and macroeconomic factors influence on Swedish closed-end funds’ discount

    University essay from IHH, Economics, Finance and Statistics

    Author : Ronnie Cau Nicklasson; Simon Hansson; [2013]
    Keywords : Swedish; closed-end fund s ; investment companies; discount; fluctuation; time-invariant characteristics; seasonal effects; CEF; fixed- and random effect model; Hausman test; OLS regression;

    Abstract : Closed-end funds’ (CEF) discount and discount fluctuations have been puzzling researchers for decades. Up to date, there are no multidimensional or cross-sectional variables that have been proved to influence CEFs simultaneously. READ MORE

  4. 13. The Hausman test in dynamic panel model

    University essay from Statistiska institutionen

    Author : Mengque Liu; [2010]
    Keywords : ;

    Abstract : .... READ MORE

  5. 14. Small sample performances of two tests for overidentifying restrictions

    University essay from Nationalekonomiska institutionen

    Author : Can Tongur; [2006]
    Keywords : specification tests; weak instruments; size; power.;

    Abstract : Two new specification tests for overidentifying restrictions proposed by Hahn and Hausman (2002:b) are here tested and compared to the classical Sargan test. Power properties are found to be very similar in overall performance, while Sargan generally has better size than the new tests. READ MORE