Article ISI SCOPUS
Applied Economics Letters  (2006)

Specification tests for a parsimonious random-effects model

Fernández V.

Abstract

A random-effect model is devised with individual- and time-specific components for uncensored data, based on a specification for censored data developed by Anderson (1985) and extended by Kim and Maddala (1992). In addition, specification tests are devised that allow one to choose between the model and a conventional random-effects model.

Más información

Título según WOS: Specification tests for a parsimonious random-effects model
Título según SCOPUS: Specification tests for a parsimonious random-effects model
Título de la Revista: Applied Economics Letters
Volumen: 13
Número: 15
Editorial: Routledge Taylor & Francis Group
Fecha de publicación: 2006
Página de inicio: 1009
Página final: 1012
Idioma: English
URL: http://www.tandfonline.com/doi/abs/10.1080/13504850500425766
DOI:

10.1080/13504850500425766
Notas: ISI, SCOPUS