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

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 1
Pages: 53-55

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:1:p:53-55
Journal Field
General
Author Count
1
Added to Database
2026-01-29