Neglected dynamics in panel data models; consequences and detection in finite samples* (Q4870012)
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scientific article; zbMATH DE number 856856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neglected dynamics in panel data models; consequences and detection in finite samples* |
scientific article; zbMATH DE number 856856 |
Statements
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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