INVESTIGADORES
SOSA ESCUDERO Walter Esteban
congresos y reuniones científicas
Título:
Tests for Dynamic Effects in Linear Panel Data Models
Autor/es:
FEDERICO ZINCENKO; WALTER SOSA ESCUDERO
Lugar:
Bahía Blanca, Buenos Aires, Argentina
Reunión:
Conferencia; Reunión Anual de la Asociación Argentina de Economía Política; 2007
Institución organizadora:
Asociación Argentina de Economía Política
Resumen:
This paper proposes simple tests to detect dynamic effects in linear panel data models, in the presence of lagged dependent variables and random effects. We use the analytical framework of Bera and Yoon (1993) to derive tests for the presence of random effects, lagged dependent variables, or both. All test statistics can be computed based on pooled OLS estimates.
