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A cautionary note on tests for overidentifying restrictions

Parente, Paulo M. D. C.; Silva, João Santos - 2011

Persistent link: https://www.econbiz.de/10009423314

Portfolio efficiency tests with conditioning information : comparing GMM and GEL estimators

Vigo, Caio; Laurini, Márcio Poletti - 2020

Persistent link: https://www.econbiz.de/10012312843

A unified approach to estimating and testing income distributions with grouped data

Chen, Yi-ting - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 438-455

Persistent link: https://www.econbiz.de/10012249172

Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects

Sun, Yiguo; Malikov, Emir - In: Journal of econometrics 203 (2018) 2, pp. 359-378

Persistent link: https://www.econbiz.de/10011974689

Testing for a structural break in dynamic panel data models with common factors

Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J.; … - 2015

Persistent link: https://www.econbiz.de/10011781404

Semiparametric estimation and testing of smooth coefficient spatial autoregressive models

Malikov, Emir; Sun, Yiguo - In: Journal of econometrics 199 (2017) 1, pp. 12-34

Persistent link: https://www.econbiz.de/10011818803

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors

Zhu, Huanjun - 2015

This paper develops a method for testing for the presence of a single structural break in panel data models with unobserved heterogeneity represented by a factor error structure. The common factor approach is an appealing way to capture the effect of unobserved variables, such as skills and...

Persistent link: https://www.econbiz.de/10013014830

Testing over- and underidentification in linear models, with applications to dynamic panel data and asset-pricing models

Windmeijer, Frank - 2018

Persistent link: https://www.econbiz.de/10011943476

Testing underidentification in linear models, with applications to dynamic panel and asset pricing models

Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015075096

Assessing the consistency of the fixed-effects estimator : a regression-based Wald test

Spierdijk, Laura - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1599-1630

Persistent link: https://www.econbiz.de/10014253710