TY - JOUR
T1 - Specification tests for a parsimonious random-effects model
AU - Fernandez, Viviana
N1 - Funding Information:
Financial support from FONDECYT Grant No. 1030887, and from an institutional grant of the Hewlett Foundation to CEA is greatly acknowledged. All remaining errors are the author’s.
PY - 2006/12/15
Y1 - 2006/12/15
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=33845457602&partnerID=8YFLogxK
U2 - 10.1080/13504850500425766
DO - 10.1080/13504850500425766
M3 - Article
AN - SCOPUS:33845457602
SN - 1350-4851
VL - 13
SP - 1009
EP - 1012
JO - Applied Economics Letters
JF - Applied Economics Letters
IS - 15
ER -