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Yapay Zeka Hızlı Bakış & Çıkarımlar
AI Insight⚡ TL;DR(1 Cümlede Hızlı Çıkarım)
By simulations, we find the specification test based on moment conditions is able to outperform the Lagrange multiplier test proposed by Gurmu [5].
📌 3 Maddede Bu Makale
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Amaç & Hipotez:In this paper, we examine the specification tests which have been proposed for fixed effects in binary panel data model, using several different data generating processes to evaluate the performance of the specification test in different situations.
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Temel Bulgular & Veri:In this paper, we examine the specification tests which have been proposed for fixed effects in binary panel data model, using several different data generating processes to evaluate the performance of the specification test in different situations.
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Sonuç & Katkı:By simulations, we find the specification test based on moment conditions is able to outperform the Lagrange multiplier test proposed by Gurmu [5].
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Specification test · Fixed effects · Binary panel data
Abstract
In this paper, we examine the specification tests which have been proposed for fixed effects in binary panel data model, using several different data generating processes to evaluate the performance of the specification test in different situations. By simulations, we find the specification test based on moment conditions is able to outperform the Lagrange multiplier test proposed by Gurmu [5].
Anahtar kelimeler
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Bu Makaleye Atıf Yap
Yu, G., Wang, W., Lu, M., Wang, S. (2015). Specification test for fixed effects in binary panel data model: a simulation study. Hacettepe Journal of Mathematics and Statistics, Volume: 44 Issue: 3. https://ajindex.com/articles/1403297