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st: R: Panel Data Tests: Can Some one suggest good reference for order of testing Poolability, RE, FE, Hausman
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From |
"Carlo Lazzaro" <[email protected]> |
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To |
<[email protected]> |
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Subject |
st: R: Panel Data Tests: Can Some one suggest good reference for order of testing Poolability, RE, FE, Hausman |
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Date |
Thu, 1 Jan 2009 16:38:48 +0100 |
Dear Victor,
unfortunately I am not aware of a textbook on econometrics with flowcharts
about panel tests. However, I would refer to the following brief references
list:
- Baum K. An Introduction to Modern Econometrics Using Stata. College
Station: Stata Press, 2006: 219-246.
- Koop G. An Introduction to econometrics. Chichester: Wiley, 2008: 255-275.
- Baltagi B. Econometric Analysis of Panel Data, 4th edition. Chichester:
Wiley, 2008. Chapter: test of Hypotheses with Panel Data (at least)-
- Wooldridge JM. Econometric Anlysis of Cooss-section and Panel Data.
Massachusset: MIT Press, 2002.
- Greene W. Econometric Analysis, 6th edition. Upper Saddle River: Pearson
Prentice Hall, 2008: 307-313 (at least).
Kind Regards and reciprocated Best Wishes for the just started 2009 to you
and everyone on the Statalist,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Victor Waters
Inviato: giovedì 1 gennaio 2009 1.36
A: [email protected]
Oggetto: st: Panel Data Tests: Can Some one suggest good reference for order
of testing Poolability, RE, FE, Hausman
Dear Friends,
Can you suggest a good reference (preferably with a flowchart like
clarity) of order of tests and conclusions to be reached?
Thanks in advance.
Happy New Year.
Victor
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