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
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
Journal title :
Economics Letters
