Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5059245 | Economics Letters | 2014 | 5 Pages |
Abstract
In this paper, several tests are suggested for the existence of individual and time effects in panel data models with interactive effects. Their asymptotic properties are obtained under some mild conditions. Monte Carlo simulation is carried out for illustration.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jianhong Wu, Jinchang Li,