Article ID Journal Published Year Pages File Type
9549265 Economics Letters 2005 5 Pages PDF
Abstract
We show how to compute the standard error for a nonlinear function of regression coefficients using a simple substitution trick. We use the method to obtain a standard error for the long-run effect in a dynamic panel data model.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
A computational trick for delta-method standard errors
Authors
, ,