Misspecified heterogeneity in panel data models

DOI10.1007/BF02925369zbMath0888.62117MaRDI QIDQ1381178

Pierre Blanchard, László Mátyás

Publication date: 17 March 1998

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

tablesdemand modellinear panel data modelsmisspecified heterogeneity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Related Items

Testing slope homogeneity in panel data models with a multifactor error structure, Grouped effects estimators in fixed effects models

Uses Software

• LIMDEP

Cites Work

• Unnamed Item
• Unnamed Item
• Maximum likelihood estimation of random effects models
• Monte Carlo results on several new and existing tests for the error component model
• Investment Demand: An Empirical Contribution to the Aggregation Problem
• Testing the Error Components Model with Non-Normal Disturbances
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
• Alternative Tests of the Error Components Model
• Asymptotic consequences of neglected dynamics in individual effects models*
• Efficient Inference in a Random Coefficient Regression Model
• The econometrics of panel data. Handbook of theory and applications.