Estimation of and testing for random effects in dynamic panel data models
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- Wu, Jianhong & Li, Guodong, 2014. "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 569-581.
More about this item
KeywordsDynamic panel data; Estimation of moments; Random effects; Testing for random effects; 62F05; 62H15;
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