Findings – Monte Carlo results show that the spatial Hausman–Taylor estimator performs well in small samples.
Baltagi, B., Egger, P. and Kesina, M. (2012), "Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model", Baltagi, B., Carter Hill, R., Newey, W. and White, H. (Ed.) Essays in Honor of Jerry Hausman (Advances in Econometrics, Vol. 29), Emerald Group Publishing Limited, Bingley, pp. 215-236. https://doi.org/10.1108/S0731-9053(2012)0000029013Download as .RIS
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