Specification tests and tests for overidentifying restrictions in panel data models with selection

DOI10.1016/J.ECONLET.2011.11.019zbMATH Open1242.91165OpenAlexW2003222846MaRDI QIDQ433714FDOQ433714

Authors: Anastasia Semykina 

Publication date: 6 July 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.11.019

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zbMATH Keywords

panel datasample selectionspecification testoveridentifying restrictions

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Econometric analysis of cross section and panel data.
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• The Estimation of Economic Relationships using Instrumental Variables
• Specification Tests in Econometrics
• Estimating panel data models in the presence of endogeneity and selection

Cited In (3)

• On testing overidentifying restrictions in dynamic panel data models
• Durbin-Wu-Hausman specification tests
• A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS

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