Testing additive versus interactive effects in fixed-T panels

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 174
Issue: C
Pages: 5-8

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

This paper proposes a new test of the null hypothesis of additive fixed effects versus the alternative of general interactive effects. This is not the only test of its kind in the literature; however, it is the only test that is valid in panels where T is fixed. The asymptotic distribution of the new test statistic is derived and simulation results are provided to suggest that it performs well in small samples.

Technical Details

RePEc Handle
repec:eee:ecolet:v:174:y:2019:i:c:p:5-8
Journal Field
General
Author Count
1
Added to Database
2026-01-29