Download or read book Three Essays in Econometrics written by Chang-Ching Lin and published by . This book was released on 2006 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third essay proposes a robust method to examine if the parameters of a panel data model are constant across individuals in the population. I utilize the L-moment to measure the dispersion of the estimates to propose a test, which is robust against outlying observations. The test statistic asymptotically has the standard normal distribution under the null hypothesis, as long as some mild conditions are met. My simulations show that this test delivers a more accurate size than existing tests in panel data models. The proposed test is also applied to examine whether or not the rates of convergence of economic growth are the same across countries.
Download or read book Three Essays in Econometrics written by Tao Chen and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book Three Essays in Econometrics written by Ante Malenica and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
