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Specification pre-test estimator

โœ Scribed by C. Gourieroux; A. Trognon


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
563 KB
Volume
25
Category
Article
ISSN
0304-4076

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Specification and testing of models esti
โœ Geert Dhaene; J. M. C. Santos Silva ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 130 KB

## 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