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Specification and testing of models estimated by quadrature

Dhaene, Geert and Santos Silva, Joao M C (2012) 'Specification and testing of models estimated by quadrature.' Journal of Applied Econometrics, 27 (2). pp. 322-332. ISSN 0883-7252

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Abstract

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 data set illustrate the finite sample properties of the proposed methods and their implementation in practice.

Item Type: Article
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 07 Aug 2012 09:48
Last Modified: 03 Sep 2013 13:46
URI: http://repository.essex.ac.uk/id/eprint/3526

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