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st: hausman-newey test for serial dependence after xtpoisson?
From
Skipper Seabold <[email protected]>
To
[email protected]
Subject
st: hausman-newey test for serial dependence after xtpoisson?
Date
Mon, 23 Sep 2013 17:59:32 -0400
Hi All,
Appendix B of Hausman, Hall, and Griliches (1984) "Econometric Models
for Count Data with an Application to the Patents-R&D Relationship"
develops a test for serial correlation for the Poisson conditional MLE
fixed effects model. Does anyone have code that implements this?
Alternatively, the last sentence says that the test statistic B.3 can
be estimated via a regression. What regression? It's not at all clear
to me from the context.
emlab.berkeley.edu/~bhhall/papers/HausmanHallGriliches%20E84.pdf
Thanks,
Skipper
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