Specification test for panel data models with interactive fixed effects
In this paper, we propose a consistent nonparametric test for linearity in panel data models with interactive fixed effects. To construct the test statistic, we need to estimate the model under the null hypothesis of linearity and then obtain the restricted residuals. We show that after being approp...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1499 https://ink.library.smu.edu.sg/context/soe_research/article/2498/viewcontent/SpecificationTestPanelDataModelsInteractiveFixedEff_2012.pdf |
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| Institution: | Singapore Management University |
| Language: | English |