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A specification test for models estimated by the Cragg estimator

โœ Scribed by P.A. Sadorsky


Book ID
116101042
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
219 KB
Volume
33
Category
Article
ISSN
0165-1765

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## SUMMARY This paper proposes a test to check the specification of models with unobserved individual effects integrated out by quadrature and also a simple way of increasing the flexibility of this type of model. The results of a Monte Carlo study and an application using a wellโ€known dataset illu