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

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.

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Year of publication:	2012
Authors:	Semykina, Anastasia
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 115.2012, 1, p. 53-55
Publisher:	Elsevier
Subject:	Panel data \| Sample selection \| Specification test \| Overidentifying restrictions

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Type of publication:	Article
Classification:	C2 - Econometric Methods: Single Equation Models ; C12 - Hypothesis Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010576459