Pooling as a Specification Error: A Comment
From MaRDI portal
Publication:4136383
DOI10.2307/1911688zbMath0362.62094OpenAlexW2035275135MaRDI QIDQ4136383
Publication date: 1977
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911688
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)
Related Items
THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?, Model specification tests. A simultaneous approach
