Specification and testing of models estimated by quadrature

被引：3
|
作者：
Dhaene, Geert [3 ]
Santos Silva, J. M. C. [1 ,2 ]
机构：
[1] Univ Essex, Dept Econ, Colchester CO4 3SQ, Essex, England
[2] CEMAPRE, Lisbon, Portugal
[3] Katholieke Univ Leuven, Dept Econ, Louvain, Belgium
来源：
JOURNAL OF APPLIED ECONOMETRICS | 2012年 / 27卷 / 02期
关键词：
CRITICAL-VALUES;
D O I：
10.1002/jae.1196
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper proposes a test to check the specification of models with unobserved individual effects integrated out by quadrature and also a simple way of increasing the flexibility of this type of model. The results of a Monte Carlo study and an application using a well-known dataset illustrate the finite sample properties of the proposed methods and their implementation in practice. Copyright (c) 2010 John Wiley & Sons, Ltd.
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页码：322 / 332
页数：11
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