Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

DOI10.2307/2297968MaRDI QIDQ5751802zbMATH OpenOpenAlexWikidataFDO

Authors Manuel Arellano, Stephen D. Bond

Publication date 1991

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/ec9ee35477bd1ecd186131926ca77b38109fec14

zbMATH Keywords

dynamic modelemployment equationsgeneralized method of momentsGMM residualsHausman specification testsSargan tests of over-identifying restrictionsspecification teststest of serial correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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