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Volumn 71, Issue 1-2, 1996, Pages 291-307

Specification testing in panel data with instrumental variables

Author keywords

Econometrics; Instrumental variables; Panel data; Specification testing

Indexed keywords


EID: 0039464084     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01706-9     Document Type: Article
Times cited : (11)

References (12)
  • 1
    • 0001696502 scopus 로고
    • Instrumental variable estimation of an error components model
    • Amemiya, T. and T.E. MaCurdy, 1986, Instrumental variable estimation of an error components model, Econometrica 54, 869-881.
    • (1986) Econometrica , vol.54 , pp. 869-881
    • Amemiya, T.1    Macurdy, T.E.2
  • 2
    • 0001147153 scopus 로고
    • Efficient estimation using panel data
    • Breusch, T., G. Mizon, and P. Schmidt, 1989, Efficient estimation using panel data, Econometrica 57, 695-700.
    • (1989) Econometrica , vol.57 , pp. 695-700
    • Breusch, T.1    Mizon, G.2    Schmidt, P.3
  • 4
    • 0000250716 scopus 로고
    • Specification tests in econometrics
    • Hausman, J.A., 1978, Specification tests in econometrics, Econometrica 46, 1251-1271.
    • (1978) Econometrica , vol.46 , pp. 1251-1271
    • Hausman, J.A.1
  • 5
    • 0000740902 scopus 로고
    • Panel data and unobservable individual effects
    • Hausman, J.A. and W.E. Taylor, 1981, Panel data and unobservable individual effects, Econometrica 49, 1377-1398.
    • (1981) Econometrica , vol.49 , pp. 1377-1398
    • Hausman, J.A.1    Taylor, W.E.2
  • 6
    • 0001561776 scopus 로고
    • A remark on Hausman's specification test
    • Holly, A., 1982, A remark on Hausman's specification test, Econometric 50, 749-760.
    • (1982) Econometric , vol.50 , pp. 749-760
    • Holly, A.1
  • 7
    • 0000591339 scopus 로고
    • The use of variance components models in pooling cross section and time series data
    • Maddala, G.S., 1971, The use of variance components models in pooling cross section and time series data, Econometrica 39, 341-358.
    • (1971) Econometrica , vol.39 , pp. 341-358
    • Maddala, G.S.1
  • 9
    • 0000878807 scopus 로고
    • The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
    • Nelson, C. and R. Startz, 1990a, The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one, Journal of Business 63, S125-S140.
    • (1990) Journal of Business , vol.63
    • Nelson, C.1    Startz, R.2
  • 10
    • 0001357611 scopus 로고
    • Some further results on the exact small sample properties of the instrumental variable estimator
    • Nelson, C. and R. Startz, 1990b, Some further results on the exact small sample properties of the instrumental variable estimator, Econometrica 58, 967-976.
    • (1990) Econometrica , vol.58 , pp. 967-976
    • Nelson, C.1    Startz, R.2
  • 11
    • 0001624955 scopus 로고
    • Generalized method of moments specification testing
    • Newey, W., 1985, Generalized method of moments specification testing, Journal of Econometrics 29, 229-256.
    • (1985) Journal of Econometrics , vol.29 , pp. 229-256
    • Newey, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.