On the testing of heterogeneity effects in dynamic unbalanced panel data models

DOI10.1016/S0165-1765(97)00278-4zbMATH Open0907.90072OpenAlexW2148944535MaRDI QIDQ1129151FDOQ1129151

Authors: Sergi Jimenez-Martin 

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00278-4

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zbMATH Keywords

panel dataMonte Carlo simulationSargan testing

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Biases in Dynamic Models with Fixed Effects
• On the testing of correlated effects with panel data
• The econometrics of panel data. Handbook of theory and applications.

Cited In (5)

• Five diagnostic tests for unobserved cluster effects
• On a Simple Test for Neglected Heterogeneity in Panel Studies
• Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
• Tests for asymmetry in possibly nonstationary dynamic panel models
• Unequal spacing in dynamic panel data: identification and estimation

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