Dhaene, Geert and Santos Silva, JMC (2012) Specification and testing of models estimated by quadrature. Journal of Applied Econometrics, 27 (2). pp. 322-332. DOI https://doi.org/10.1002/jae.1196
Dhaene, Geert and Santos Silva, JMC (2012) Specification and testing of models estimated by quadrature. Journal of Applied Econometrics, 27 (2). pp. 322-332. DOI https://doi.org/10.1002/jae.1196
Dhaene, Geert and Santos Silva, JMC (2012) Specification and testing of models estimated by quadrature. Journal of Applied Econometrics, 27 (2). pp. 322-332. DOI https://doi.org/10.1002/jae.1196
Abstract
<jats:title>SUMMARY</jats:title><jats:p>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 illustrate the finite sample properties of the proposed methods and their implementation in practice. Copyright © 2010 John Wiley & Sons, Ltd.</jats:p>
| Item Type: | Article |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences > Economics, Department of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 07 Aug 2012 09:48 |
| Last Modified: | 09 Nov 2023 11:20 |
| URI: | http://repository.essex.ac.uk/id/eprint/3526 |