On the testing of heterogeneity effects in dynamic unbalanced panel data models

DOI10.1016/S0165-1765(97)00278-4zbMath0907.90072OpenAlexW2148944535MaRDI QIDQ1129151

Sergi Jimenez-Martin

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00278-4

zbMATH Keywords

Monte Carlo simulationpanel dataSargan testing

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• On the testing of correlated effects with panel data
• Biases in Dynamic Models with Fixed Effects
• The econometrics of panel data. Handbook of theory and applications.