Tests for dynamic effects in linear panel data models

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dc.creator.AutorZincenko, Federico
dc.creator.AutorSosa Escudero, Walter
dc.date.accessioned2016-12-01T18:06:55Z
dc.date.available2016-12-01T18:06:55Z
dc.date.issued2007-11
dc.descriptionFil: Zincenko, Federico. Universidad de San Andrés. Departamento de Economía; Argentina.
dc.descriptionFil: Sosa Escudero, Walter. Universidad de San Andrés. Departamento de Economía; Argentina.
dc.description.abstractThis paper proposes simple tests to detect dynamic and random effects in linear panel data models, in the form of lagged dependent variables and random effects. We use the analytical framework of Bera and Yoon (1993) to derive tests for the presence of random effects, lagged dependent variables, or both. All test statistics can be computed based on pooled OLS estimates, and hence can serve as a useful specification search tool to validate the adoption of a dynamic model.
dc.formatapplication/pdf
dc.identifier.urihttp://hdl.handle.net/10908/11922
dc.languageeng
dc.publisherUniversidad de San Andrés. Departamento de Economía
dc.relation.ispartofseriesDocumento de trabajo (Universidad de San Andrés. Departamento de Economía);95
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.titleTests for dynamic effects in linear panel data models
dc.typeDocumento de Trabajo
dc.typeinfo:eu-repo/semantics/workingPaper
dc.typeinfo:ar-repo/semantics/documento de trabajo
dc.typeinfo:eu-repo/semantics/draft
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