EN
Specification test for fixed effects in binary panel data model: a simulation study
Abstract
In this paper, we examine the specification tests which have been proposed for fixed effects in binary panel data model, using several different
data generating processes to evaluate the performance of the specification test in different situations. By simulations, we find the specification
test based on moment conditions is able to outperform the Lagrange
multiplier test proposed by Gurmu [5].
Keywords
References
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Details
Primary Language
English
Subjects
Statistics
Journal Section
Research Article
Publication Date
June 1, 2015
Submission Date
December 16, 2013
Acceptance Date
-
Published in Issue
Year 2015 Volume: 44 Number: 3
APA
Yu, G., Wang, W., Lu, M., & Wang, S. (2015). Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics, 44(3), 755-760. https://izlik.org/JA97DC35CB
AMA
1.Yu G, Wang W, Lu M, Wang S. Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics. 2015;44(3):755-760. https://izlik.org/JA97DC35CB
Chicago
Yu, Gang, Weiguo Wang, Maozu Lu, and Shaoping Wang. 2015. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics 44 (3): 755-60. https://izlik.org/JA97DC35CB.
EndNote
Yu G, Wang W, Lu M, Wang S (June 1, 2015) Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics 44 3 755–760.
IEEE
[1]G. Yu, W. Wang, M. Lu, and S. Wang, “Specification test for fixed effects in binary panel data model: a simulation study”, Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 3, pp. 755–760, June 2015, [Online]. Available: https://izlik.org/JA97DC35CB
ISNAD
Yu, Gang - Wang, Weiguo - Lu, Maozu - Wang, Shaoping. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics 44/3 (June 1, 2015): 755-760. https://izlik.org/JA97DC35CB.
JAMA
1.Yu G, Wang W, Lu M, Wang S. Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics. 2015;44:755–760.
MLA
Yu, Gang, et al. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 3, June 2015, pp. 755-60, https://izlik.org/JA97DC35CB.
Vancouver
1.Gang Yu, Weiguo Wang, Maozu Lu, Shaoping Wang. Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics [Internet]. 2015 Jun. 1;44(3):755-60. Available from: https://izlik.org/JA97DC35CB