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Evaluating specification tests in the context of value-added estimation

Year
2014
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/Evaluating%20specification%20tests%20in%20the%20context%20of%20value-added%20estimation.pdf
Download
https://mega.co.nz/#!Xbh0wbQS!azkepZj11-aL-PF9PZbgssP7MRGBAE803loj9qSaBa4
Abstract
Empirical Economics - Under large-n and fixed-T panel data asymptotics, we develop a method to test a sufficient condition for the FE estimator’s consistency using a stacked regression...
Author
Cassandra M. Guarino and Mark D. Reckase and Brian Stacy and Jeffrey M. Wooldridge
View
https://sci-hub.st/10.2139/ssrn.2403111
Journal
https://www.tandfonline.com/doi/abs/10.1080/19345747.2014.981905
Published
2022/09/09
Retrieved
2022/09/09 23:04
DOI
10.2139/ssrn.2403111
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