Specification test for fixed effects in binary panel data model: a simulation study

被引：0
|
作者：
Yu, Gang [1 ,2 ]
Wang, Weiguo [1 ]
Lu, Maozu [1 ]
Wang, Shaoping [2 ]
机构：
[1] Dongbei Univ Finance & Econ, Sch Math & Quantitat Econ, Ctr Econometr Anal & Forecasting, Liaoning 116025, Peoples R China
[2] Huazhong Univ Sci & Technol, Sch Econ, Wuhan 430074, Hubei, Peoples R China
来源：
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS | 2015年 / 44卷 / 03期
基金：
中国国家自然科学基金; 中国博士后科学基金;
关键词：
Specification test; Fixed effects; Binary panel data; LOGIT;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we examine the specification tests which have been proposed for fixed effects in binary panel data model, using several different data generating processes to evaluate the performance of the specification test in different situations. By simulations, we find the specification test based on moment conditions is able to outperform the Lagrange multiplier test proposed by Gurmu [5].
引用
收藏
页码：755 / 760
页数：6
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