A semi-parametric non-nested test in a dynamic panel data model Academic Article

abstract

• In this paper we propose a non-nested test of a parametrically specified non-nested dynamic panel data model against a semi-parametric alternative. Monte Carlo simulations suggest that the test has good size and power characteristics. 1995.

authors

• Li, Qi

published proceedings

• Economics Letters

author list (cited authors)

• Li, Q. i., & Stengos, T.

citation count

• 2

complete list of authors

• Li, Qi||Stengos, Thanasis

publication date

• January 1995

publisher

• Elsevier  Publisher

published in

• Economics Letters  Journal

Digital Object Identifier (DOI)

• 10.1016/0165-1765(95)00653-w

start page

• 1

end page

• 6

volume

• 49

issue

• 1

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2F0165-1765%2895%2900653-w