Specification tests for a parsimonious random-effects model

Viviana Fernandez

doi:10.1080/13504850500425766

Specification tests for a parsimonious random-effects model

Viviana Fernandez

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Resumen

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.

Idioma original	Inglés
Páginas (desde-hasta)	1009-1012
Número de páginas	4
Publicación	Applied Economics Letters
Volumen	13
N.º	15
DOI	https://doi.org/10.1080/13504850500425766
Estado	Publicada - 15 dic. 2006
Publicado de forma externa	Sí

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title = "Specification tests for a parsimonious random-effects model",

abstract = "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.",

author = "Viviana Fernandez",

note = "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{\textquoteright}s.",

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day = "15",

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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 - https://www.scopus.com/pages/publications/33845457602

U2 - 10.1080/13504850500425766

DO - 10.1080/13504850500425766

M3 - Article

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Specification tests for a parsimonious random-effects model

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