A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence
Giorgio Calzolari and
Laura Magazzini ()
No 14/2013, Working Papers from University of Verona, Department of Economics
Keywords: panel data; dynamic model; GMM estimation; test of overidentifying restrictions (search for similar items in EconPapers)
JEL-codes: C23 C12 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed
Downloads: (external link)
http://dse.univr.it/home/workingpapers/wp2013n14.pdf First version (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:ver:wpaper:14/2013
Access Statistics for this paper
More papers in Working Papers from University of Verona, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Michael Reiter ().