Testing for individual and time effects in panel data models with interactive effects

作者：Wu Jianhong; Li Jinchang^*

来源：Economics Letters, 2014, 125(2): 306-310.

DOI：10.1016/j.econlet.2014.09.029

• Hypothesis testing
• Individual effects
• Interactive effects
• Panel data
• Time effects

In this paper, several tests are suggested for the existence of individual and time effects in panel data models with interactive effects. Their asymptotic properties are obtained under some mild conditions. Monte Carlo simulation is carried out for illustration.

• 出版日期2014-11
• 单位浙江工商大学