Baltagi, Badi H.; Bresson, Georges; Etienne, Jean-Michel - In: Econometrics : open access journal 12 (2024) 2, pp. 1-15
-way random-effects (TWRE) estimator if the Hausman test based on the contrast between the two-way fixed-effects (TWFE) estimator … performance compared to the efficient estimator, whether the model is random-effects, fixed-effects or Hausman and Taylor. This …