Tests for dynamic effects in linear panel data models
Fil: Zincenko, Federico. Universidad de San Andrés. Departamento de Economía; Argentina.
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| Formato: | Documento de Trabajo Documento de trabajo draft |
| Lenguaje: | Inglés |
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Universidad de San Andrés. Departamento de Economía
2016
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| Acceso en línea: | http://hdl.handle.net/10908/11922 |
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I37-R143-10908-119222024-09-21T05:23:44Z Tests for dynamic effects in linear panel data models Zincenko, Federico Sosa Escudero, Walter Fil: Zincenko, Federico. Universidad de San Andrés. Departamento de Economía; Argentina. Fil: Sosa Escudero, Walter. Universidad de San Andrés. Departamento de Economía; Argentina. This 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. 2016-12-01T18:06:55Z 2016-12-01T18:06:55Z 2007-11 Documento de Trabajo info:eu-repo/semantics/workingPaper info:ar-repo/semantics/documento de trabajo info:eu-repo/semantics/draft http://hdl.handle.net/10908/11922 eng Documento de trabajo (Universidad de San Andrés. Departamento de Economía);95 info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf application/pdf Universidad de San Andrés. Departamento de Economía |
| institution |
Universidad de San Andrés |
| institution_str |
I-37 |
| repository_str |
R-143 |
| collection |
Repositorio Digital - Universidad de San Andrés (UdeSa) |
| language |
Inglés |
| description |
Fil: Zincenko, Federico. Universidad de San Andrés. Departamento de Economía; Argentina. |
| format |
Documento de Trabajo Documento de trabajo Documento de trabajo draft |
| author |
Zincenko, Federico Sosa Escudero, Walter |
| spellingShingle |
Zincenko, Federico Sosa Escudero, Walter Tests for dynamic effects in linear panel data models |
| author_facet |
Zincenko, Federico Sosa Escudero, Walter |
| author_sort |
Zincenko, Federico |
| title |
Tests for dynamic effects in linear panel data models |
| title_short |
Tests for dynamic effects in linear panel data models |
| title_full |
Tests for dynamic effects in linear panel data models |
| title_fullStr |
Tests for dynamic effects in linear panel data models |
| title_full_unstemmed |
Tests for dynamic effects in linear panel data models |
| title_sort |
tests for dynamic effects in linear panel data models |
| publisher |
Universidad de San Andrés. Departamento de Economía |
| publishDate |
2016 |
| url |
http://hdl.handle.net/10908/11922 |
| work_keys_str_mv |
AT zincenkofederico testsfordynamiceffectsinlinearpaneldatamodels AT sosaescuderowalter testsfordynamiceffectsinlinearpaneldatamodels |
| _version_ |
1816376685251002368 |