Test of random versus fixed effects with small within variation

Jinyong Hahn, John Ham, Hyungsik Roger Moon

Research output: Contribution to journalArticlepeer-review

13 Citations (Scopus)


Comparisons of within and between estimators using the conventional Hausman test may be subject to statistical problems if the within variation is not sufficiently large. Adopting an alternative asymptotic approximation, we propose a modification of Hausman test that is valid whether the within variation is small or large.

Original languageEnglish
Pages (from-to)293-297
Number of pages5
JournalEconomics Letters
Issue number3
Publication statusPublished - 2011 Sept

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics


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