A practical test for strict exogeneity in linear panel data models with fixed effects

DOI10.1016/j.econlet.2016.08.012zbMath1400.62198OpenAlexW2507694529MaRDI QIDQ1672580

Liangjun Su, Jie Wei, Yonghui Zhang

Publication date: 11 September 2018

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1936

zbMATH Keywords

bootstrapWald testfixed effectspanel datastrict exogeneity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• Specification test for panel data models with interactive fixed effects
• Analysis of Panel Data
• Power Enhancement in High-Dimensional Cross-Sectional Tests
• TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
• Unnamed Item

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