Misspecified heterogeneity in panel data models

Lázló Mátyás; Pierre Blanchard

doi:10.1007/BF02925369

Misspecified heterogeneity in panel data models

Lázló Mátyás^*
, Pierre Blanchard

^*Corresponding author for this work

Monash University
Universite Paris XII

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	1-27
Number of pages	27
Journal	Statistical Papers
Volume	39
Issue number	1
DOIs	https://doi.org/10.1007/BF02925369
State	Published - Jan 1998
Externally published	Yes

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title = "Misspecified heterogeneity in panel data models",

abstract = "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.",

author = "L{\'a}zl{\'o} M{\'a}ty{\'a}s and Pierre Blanchard",

year = "1998",

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doi = "10.1007/BF02925369",

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Misspecified heterogeneity in panel data models

Abstract (may include machine translation)

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