Specification test for fixed effects in binary panel data model: a simulation study

Gang Yu; Weiguo Wang; Maozu Lu; Shaoping Wang

Araştırma Makalesi

Specification test for fixed effects in binary panel data model: a simulation study

Yıl 2015, Cilt: 44 Sayı: 3, 755 - 760, 01.06.2015

Gang Yu Weiguo Wang Maozu Lu Shaoping Wang

Öz

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].

Anahtar Kelimeler

Specification test, Fixed effects, Binary panel data

Kaynakça

...

Yıl 2015, Cilt: 44 Sayı: 3, 755 - 760, 01.06.2015

Gang Yu Weiguo Wang Maozu Lu Shaoping Wang

Öz

Kaynakça

...

Toplam 1 adet kaynakça vardır.

Ayrıntılar

Birincil Dil	İngilizce
Konular	İstatistik
Bölüm	İstatistik
Yazarlar	Gang Yu Bu kişi benim Weiguo Wang Bu kişi benim Maozu Lu Bu kişi benim Shaoping Wang Bu kişi benim
Yayımlanma Tarihi	1 Haziran 2015
Yayımlandığı Sayı	Yıl 2015 Cilt: 44 Sayı: 3

Kaynak Göster

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.
AMA	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. Haziran 2015;44(3):755-760.
Chicago	Yu, Gang, Weiguo Wang, Maozu Lu, ve Shaoping Wang. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics 44, sy. 3 (Haziran 2015): 755-60.
EndNote	Yu G, Wang W, Lu M, Wang S (01 Haziran 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	G. Yu, W. Wang, M. Lu, ve S. Wang, “Specification test for fixed effects in binary panel data model: a simulation study”, Hacettepe Journal of Mathematics and Statistics, c. 44, sy. 3, ss. 755–760, 2015.
ISNAD	Yu, Gang vd. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics 44/3 (Haziran 2015), 755-760.
JAMA	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 vd. “Specification Test for Fixed Effects in Binary Panel Data Model: A Simulation Study”. Hacettepe Journal of Mathematics and Statistics, c. 44, sy. 3, 2015, ss. 755-60.
Vancouver	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):755-60.