Specification tests for a parsimonious random-effects model

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A random-effect model is devised with individual- and time-specific components for uncensored data, based on a specification for censored data developed by Anderson (1985) and extended by Kim and Maddala (1992). In addition, specification tests are devised that allow one to choose between the model and a conventional random-effects model.

Original languageEnglish
Pages (from-to)1009-1012
Number of pages4
JournalApplied Economics Letters
Issue number15
StatePublished - 15 Dec 2006


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