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Specification and Testing of Models Estimated by Quadrature

Dhaene, Geert and Santos Silva, Joao M C (2008) Specification and Testing of Models Estimated by Quadrature. Working Paper. University of Essex, Department of Economics, Discussion Papers.

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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: Monograph (Working Paper)
Additional Information: Updated April 2010
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 07 Aug 2012 11:16
Last Modified: 27 Jan 2016 14:17
URI: http://repository.essex.ac.uk/id/eprint/3549

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