Dhaene, Geert and Santos Silva, Joao M C (2012) Specification and testing of models estimated by quadrature. Working Paper. Katholieke Universiteit Leuven Open access publications.
Dhaene, Geert and Santos Silva, Joao M C (2012) Specification and testing of models estimated by quadrature. Working Paper. Katholieke Universiteit Leuven Open access publications.
Dhaene, Geert and Santos Silva, Joao M C (2012) Specification and testing of models estimated by quadrature. Working Paper. Katholieke Universiteit Leuven Open access publications.
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 dataset illustrate the finite sample properties of the proposed methods and their implementation in practice.
| Item Type: | Monograph (Working Paper) |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Social Sciences > Economics, Department of |
| Depositing User: | Jim Jamieson |
| Date Deposited: | 07 Aug 2012 09:47 |
| Last Modified: | 07 Aug 2012 09:47 |
| URI: | http://repository.essex.ac.uk/id/eprint/3525 |