Purpose – This chapter considers a Hausman and Taylor (1981) panel data model that exhibits a Cliff and Ord (1973) spatial error structure. Methodology/approach – We analyze the small sample properties of a generalized moments estimation approach for that model. This spatial Hausman–Taylor...

This chapter suggests a robust Hausman and Taylor (1981), hereafter HT, estimator that deals with the possible presence of outliers. This entails two modifications of the classical HT estimator. The first modification uses the Bramati and Croux (2007) robust Within MS estimator instead of the...

We are pleased to introduce Advances in Econometrics Volume 29: Essays in Honor of Jerry Hausman . This volume contains research papers on the theory and practice of econometrics that are linked to, or related to, or inspired by the work of Jerry Hausman. We have divided the contributions into...