Testing for individual and time effects in panel data models with interactive effects

Jianhong Wu and Jinchang Li

Economics Letters, 2014, vol. 125, issue 2, 306-310

Abstract: In this paper, several tests are suggested for the existence of individual and time effects in panel data models with interactive effects. Their asymptotic properties are obtained under some mild conditions. Monte Carlo simulation is carried out for illustration.

Keywords: Hypothesis testing; Individual effects; Interactive effects; Panel data; Time effects (search for similar items in EconPapers)
JEL-codes: C1 C12 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:125:y:2014:i:2:p:306-310

DOI: 10.1016/j.econlet.2014.09.029

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