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Specification based testing

✍ Scribed by Rob Hierons


Publisher
John Wiley and Sons
Year
2000
Weight
161 KB
Volume
1
Category
Article
ISSN
1529-7942

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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 well‐known dataset illu