Assessing the consistency of the fixed-effects estimator: a regression-based Wald test
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DOI: 10.1007/s00181-022-02298-2
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Cited by:
- Millimet, Daniel L. & Bellemare, Marc, 2023. "Fixed Effects and Causal Inference," IZA Discussion Papers 16202, Institute of Labor Economics (IZA).
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More about this item
Keywords
Linear panel regression; Fixed-effects estimator; Differences estimators; Wald test; GMM overidentifying test;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
Statistics
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