Specification tests and tests for overidentifying restrictions in panel data models with selection |
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Authors: | Anastasia Semykina |
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Affiliation: | Department of Economics, Florida State University, 113 Collegiate Loop, Tallahassee, FL 32306-2180, USA |
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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. |
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Keywords: | C2 C12 |
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