Neglected dynamics in panel data models; consequences and detection in finite samples* (Q4870012): Difference between revisions

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Latest revision as of 11:12, 24 May 2024

scientific article; zbMATH DE number 856856
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English
Neglected dynamics in panel data models; consequences and detection in finite samples*
scientific article; zbMATH DE number 856856

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    Neglected dynamics in panel data models; consequences and detection in finite samples* (English)
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    4 July 1996
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    simulation study
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    random individual effects
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    asymptotic test procedures
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    consumer expenditure
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    dynamic misspecification
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    exact inference
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    heterogeneity
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    partial adjustment
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    bias
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    static cross-section
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    panel data models
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    dynamic adjustment
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    lagged dependent variable
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    Engle curves
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