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 language | English |
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Pages (from-to) | 1-27 |
Number of pages | 27 |
Journal | Statistical Papers |
Volume | 39 |
Issue number | 1 |
DOIs | |
State | Published - Jan 1998 |
Externally published | Yes |