Specification and Testing of Models Estimated by Quadrature

This paper proposes a test to check the specification of models with unobserved individual effects integrated out by quadrature and also a simple way of increasing the flexibility of this type of model. The results of a Monte Carlo study and an application using a well-known data set illustrate the finite sample properties of the proposed methods and their implementation in practice.

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Year of publication:	2008-10-20
Authors:	Dhaene, Geert ; Silva, J.M.C. Santos

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Series:	Economics Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005611875