LM Test of Neglected Correlated Random Effects and Its Application

DOI10.1080/07350015.2015.1063426MaRDI QIDQ6616618zbMATH OpenFDO

Authors Jinyong Hahn, Hyungsik Roger Moon, Connan Snider

Publication date 9 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2015.1063426

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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Cited in

(3)

• Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity
• Test of neglected heterogeneity in dyadic models
• Testing a class of semi- or nonparametric conditional moment restriction models using series methods

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