Specification test for fixed effects in binary panel data model: a simulation study

Gang YU; Weiguo WANG; Maozu LU; Shaoping WANG

Makale detayları

Specification test for fixed effects in binary panel data model: a simulation study

Yazarlar:

Gang YU | Weiguo WANG | Maozu LU | Shaoping WANG

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2015 Vol.44 Issue 3, pp.755-760

Belge Tipi:

Makale

Yayın Tarihi:

5/2015

Belge Dili:

İngilizce

Document ID (Org No.):

2000453074

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 

In this paper, we examine the specification tests which have been proposed for fixed effects in binary panel data model, using several different
data generating processes to evaluate the performance of the specification test in different situations. By simulations, we find the specification
test based on moment conditions is able to outperform the Lagrange
multiplier test proposed by Gurmu [5].

Makale detayları

Specification test for fixed effects in binary panel data model: a simulation study

Yazarlar: Gang YU | Weiguo WANG | Maozu LU | Shaoping WANG

Yayıncı: Hacettepe University

Ana Başlıklar: Analiz

Dergi: Hacettepe Journal of Mathematics and Statistics 2015 Vol.44 Issue 3, pp.755-760

Belge Tipi: Makale

Yayın Tarihi: 5/2015

Belge Dili: İngilizce

Document ID (Org No.): 2000453074

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Gang YU | Weiguo WANG | Maozu LU | Shaoping WANG

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2015 Vol.44 Issue 3, pp.755-760

Belge Tipi:

Makale

Yayın Tarihi:

5/2015

Belge Dili:

İngilizce

Document ID (Org No.):

2000453074

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X