Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (Q5751802): Difference between revisions

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Revision as of 18:20, 19 March 2024

scientific article; zbMATH DE number 4186945
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English
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
scientific article; zbMATH DE number 4186945

    Statements

    Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (English)
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    1991
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    employment equations
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    specification tests
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    dynamic model
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    generalized method of moments
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    test of serial correlation
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    GMM residuals
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    Sargan tests of over-identifying restrictions
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    Hausman specification tests
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