Misspecified heterogeneity in panel data models

Lázló Mátyás, Pierre Blanchard

Research output: Contribution to journalArticlepeer-review

Abstract (may include machine translation)

In this paper we analyse systematically through Monte Carlo simulations the consequences of misspecified heterogeneity on the most popular linear panel data models. We also illustrate our findings, through the estimation of a well known investment demand model.

Original languageEnglish
Pages (from-to)1-27
Number of pages27
JournalStatistical Papers
Volume39
Issue number1
DOIs
StatePublished - Jan 1998
Externally publishedYes

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