Power properties of the Sargan test in the presence of measurement errors in dynamic panels
Matz Dahlberg, Eva Johansson and Per Tovmo
| Year of publication: |
2002
|
|---|---|
| Authors: | Dahlberg, Matz ; Mörk, Eva ; Tovmo, Per |
| Publisher: |
Uppsala |
| Subject: | VAR-Modell | VAR model | Schätzung | Estimation | Theorie | Theory |
| Extent: | 20 S graph. Darst |
|---|---|
| Series: | Working paper / Department of Economics, Uppsala University. - Uppsala, ISSN 0284-2904, ZDB-ID 2103320-1. - Vol. 2002,13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 13 Internetausg.: http://www.nek.uu.se/Pdf/wp2002_13.pdf |
| Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001699738