Specification test for panel data models with interactive fixed effects

Journal of Econometrics

Volumn 186, Issue 1, 2015, Pages 222-244

  Su, Liangjun ^a   Jin, Sainan ^a   Zhang, Yonghui ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Common factors; Conditional strong mixing; Cross sectional dependence; Economic growth; Interactive fixed effects; Linearity; Panel data models; Specification test

Indexed keywords

ECONOMIC ANALYSIS; INTELLIGENT SYSTEMS; MIXING; MONTE CARLO METHODS; NORMAL DISTRIBUTION; SAMPLING; SPECIFICATIONS; STATISTICAL METHODS; STATISTICAL TESTS; STATISTICS;

COMMON FACTORS; CROSS SECTIONAL DEPENDENCE; ECONOMIC GROWTHS; FIXED EFFECTS; LINEARITY; PANEL DATA MODELS; SPECIFICATION TEST; STRONG-MIXING;

ECONOMICS;

EID: 85027952123     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2014.06.018     Document Type: Article

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