A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence
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Bibliographic InfoPaper provided by University of Verona, Department of Economics in its series Working Papers with number 14/2013.
Date of creation: Aug 2013
Date of revision:
panel data; dynamic model; GMM estimation; test of overidentifying restrictions;
Find related papers by JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-06 (All new papers)
- NEP-ECM-2013-09-06 (Econometrics)
- NEP-ETS-2013-09-06 (Econometric Time Series)
- NEP-ORE-2013-09-06 (Operations Research)
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