Title of article
A semi-parametric non-nested test in a dynamic panel data model
Author/Authors
Qi ، نويسنده , , Li; Stengos، نويسنده , , Thanasis ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
6
From page
1
To page
6
Abstract
In this paper we propose a non-nested test of a parametrically specified non-nested dynamic panel data model against a semi-parametric alternative. Monte Carlo simulations suggest that the test has good size and power characteristics.
Keywords
Semi-parametriC: !\on-nes\ed: Panel data
Journal title
Economics Letters
Serial Year
1995
Journal title
Economics Letters
Record number
433953
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