Testing for individual and time effects in panel data models with interactive effects

In this paper, several tests are suggested for the existence of individual and time effects in panel data models with interactive effects. Their asymptotic properties are obtained under some mild conditions. Monte Carlo simulation is carried out for illustration.

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Year of publication:	2014
Authors:	Wu, Jianhong ; Li, Jinchang
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 125.2014, 2, p. 306-310
Publisher:	Elsevier
Subject:	Hypothesis testing \| Individual effects \| Interactive effects \| Panel data \| Time effects

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Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011076569