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The effects of bandwidth changes on model validity: an empirical study

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  • Lawrence Dacuycuy

Abstract

This simple study uses a variant of the Hsiao et al. (2006) test to analyse the impact of bandwidth changes on model validity using actual labour force data on workers in the Philippines. The test framework is used to verify the validity of several wage specifications. Results indicate that the tests are quite sensitive to chosen bandwidths for discrete regressors.

Suggested Citation

  • Lawrence Dacuycuy, 2006. "The effects of bandwidth changes on model validity: an empirical study," Applied Economics Letters, Taylor & Francis Journals, vol. 13(10), pages 629-633.
    • Handle: RePEc:taf:apeclt:v:13:y:2006:i:10:p:629-633
    DOI: 10.1080/13504850600825188
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    References listed on IDEAS

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    4. Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October.
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