Joint tests for dynamic and spatial effects in short dynamic panel data models with fixed effects and heteroskedasticity
Simple and reliable tests are proposed for testing the existence of dynamic and/or spatial effects in fixed-effects panel data models with small T and possibly heteroskedastic errors. The tests are constructed based on the adjusted quasi scores (AQS), which correct the conditional quasi scores given...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2021
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/2523 https://ink.library.smu.edu.sg/context/soe_research/article/3522/viewcontent/AQST_SDPD_Feb2016.pdf |
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| Institution: | Singapore Management University |
| Language: | English |