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

DOI10.1016/S0165-1765(97)00278-4MaRDI QIDQ1129151zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

panel dataMonte Carlo simulationSargan testing

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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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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