A SEMIPARAMETRIC NONNESTED TEST IN A DYNAMIC PANEL-DATA MODEL

Authors
LI Q STENGOS T
Citation
Q. Li et T. Stengos, A SEMIPARAMETRIC NONNESTED TEST IN A DYNAMIC PANEL-DATA MODEL, Economics letters, 49(1), 1995, pp. 1-6
Citations number
5
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
49
Issue
1
Year of publication
1995
Pages
1 - 6
Database
ISI
SICI code
0165-1765(1995)49:1<1:ASNTIA>2.0.ZU;2-E
Abstract
In this paper we propose a non-nested test of a parametrically specifi ed non-nested dynamic panel data model against a semi-parametric alter native. Monte Carlo simulations suggest that the test has good size an d power characteristics.