Economics, Econometrics and Finance
3 years ago

New Estimator Revolutionizes Efficiency in Panel Data Analysis!

Jurnal Varian
Hausman and Taylor Estimator Analysis on The Linear Data Panel Model
Bernadhita Herindri Samodera Utami, Agus Irawan, Miswan Gumanti, Gilang Primajati

Paper Summary

Panel data modelling in economics uses the Hausman and Taylor estimator to determine if fixed or random effects are present. This estimator is consistent and efficient in analyzing linear panel data, even though it may not always be unbiased. The goal was to understand the properties of this estimator in panel data analysis.

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