Testing for Individual Effects in Dynamic Models Using Panel Data
收藏NBER1986-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0057
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资源简介：
This note presents a simple, linear test for individual effects in dynamic models using panel data; building upon the techniques of Holtz-Eakin, Newey, and Rosen (HNR) [198S] for estimating vector autoregressions using panel data. While implementing estimators which are consistent in the presence of
提供机构：
美国国家经济研究局
创建时间：
1986-06-01
