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Specification and testing of models estimated by quadrature.
- Source :
- Journal of Applied Econometrics; Mar2012, Vol. 27 Issue 2, p322-332, 11p, 3 Charts, 4 Graphs
- Publication Year :
- 2012
-
Abstract
- SUMMARY 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. [ABSTRACT FROM AUTHOR]
- Subjects :
- ECONOMETRIC models
MONTE Carlo method
ECONOMETRICS
NUMERICAL analysis
ECONOMICS
Subjects
Details
- Language :
- English
- ISSN :
- 08837252
- Volume :
- 27
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Journal of Applied Econometrics
- Publication Type :
- Academic Journal
- Accession number :
- 71814825
- Full Text :
- https://doi.org/10.1002/jae.1196