Article ID Journal Published Year Pages File Type
5059245 Economics Letters 2014 5 Pages PDF
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.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Testing for individual and time effects in panel data models with interactive effects
Authors
, ,