| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5055320 | Economic Modelling | 2012 | 11 Pages |
Abstract
⺠We consider a heterogeneous panel data model. ⺠We propose a group mean Wald statistic. ⺠We derive the asymptotic and semi asymptotic distribution. ⺠We propose a second standardized average Wald statistic in short T sample. ⺠This approach does not require simulation.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Elena-Ivona Dumitrescu, Christophe Hurlin,