The Hausman pretest estimator

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 108
Issue: 1
Pages: 96-99

Authors (2)

Chmelarova, Viera (not in RePEc) Hill, R. Carter (Louisiana State University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In a Monte Carlo experiment we show that using a small probability of Type I error may lead to reduced pretest estimator MSE when a Hausman pretest is used to choose between least squares and instrumental variables estimators.

Technical Details

RePEc Handle
repec:eee:ecolet:v:108:y:2010:i:1:p:96-99
Journal Field
General
Author Count
2
Added to Database
2026-02-02