Geert Dhaene
;
J.M.C. Santos Silva

specification and testing of models estimated by quadrature (replication data)

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 dataset illustrate the finite sample properties of the proposed methods and their implementation in practice.

Data and Resources

Suggested Citation

Dhaene, Geert; Silva, J.M.C. Santos (2010): Specification and testing of models estimated by quadrature (replication data). Version: 1. Journal of Applied Econometrics. Dataset. https://jda-test.zbw.eu/dataset/specification-and-testing-of-models-estimated-by-quadrature