首页 | 本学科首页   官方微博 | 高级检索  
     


Specification tests and tests for overidentifying restrictions in panel data models with selection
Authors:Anastasia Semykina
Affiliation:
  • Department of Economics, Florida State University, 113 Collegiate Loop, Tallahassee, FL 32306-2180, USA
  • Abstract:
    Standard tests are generally not applicable in panel data models with selection. The paper shows how the Hausman specification test and the Sargan-Hansen test for overidentifying restrictions can be generalized to panel data models with unobserved heterogeneity and sample selection.
    Keywords:C2   C12
    本文献已被 ScienceDirect 等数据库收录!
    设为首页 | 免责声明 | 关于勤云 | 加入收藏

    Copyright©北京勤云科技发展有限公司  京ICP备09084417号