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Specification tests and tests for overidentifying restrictions in panel data models with selection

descriptionPublicationkeyboard_double_arrow_right Article 01 Apr 2012 English Publisher:Elsevier BVJournal:Economics Letters, volume 115, pages 53-55 (issn: 0165-1765, Copyright policy )
Authors: Department of Economics, Florida State University Collegiate Loop, Tallahassee, FL 32306-2180, USA ( host institution ); Semykina, Anastasia ( author );

doi: 10.1016/j.econlet.2011.11.019

Specification tests and tests for overidentifying restrictions in panel data models with selection

Abstract

Abstract Standard tests are generally not applicable in panel data models with selection. The paper shows how the Hausman specification test and the Sargan–Hansen test for overidentifying restrictions can be generalized to panel data models with unobserved heterogeneity and sample selection.

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Keywords

Specification test, Sample selection, Overidentifying restrictions, Panel data

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5
Average
Average
Average
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