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

Anastasia Semykina

Economics Letters, 2012, vol. 115, issue 1, 53-55

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.

Keywords: Panel data; Sample selection; Specification test; Overidentifying restrictions (search for similar items in EconPapers)
JEL-codes: C12 C2 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:115:y:2012:i:1:p:53-55

DOI: 10.1016/j.econlet.2011.11.019

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