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Specification and testing of models estimated by quadrature

Dhaene, Geert and Santos Silva, JMC (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
SWORD Depositor: Elements
Depositing User: Elements
Date Deposited: 07 Aug 2012 09:48
Last Modified: 06 Jan 2022 14:36
URI: http://repository.essex.ac.uk/id/eprint/3526

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