Title: Specification and testing of models estimated by quadrature
Authors: Dhaene, Geert ×
Santos Silva, J.M.C. #
Issue Date: 2012
Publisher: John Wiley & Sons
Series Title: Journal of Applied Econometrics vol:27 pages:322-332
Abstract: This paper proposes a test to check the specification of models with unobserved individual effects integrated out by quadrature and also a simple way of increasing the flexibility of this type of model. The results of a Monte Carlo study and an application using a well-known dataset illustrate the finite sample properties of the proposed methods and their implementation in practice.
ISSN: 0883-7252
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center of Econometrics, Leuven
× corresponding author
# (joint) last author

Files in This Item:
File Description Status SizeFormat
dhaene & santos silva Specification and testing of models estimated by quadrature .pdf Published 132KbAdobe PDFView/Open Request a copy

These files are only available to some KU Leuven Association staff members


All items in Lirias are protected by copyright, with all rights reserved.

© Web of science