Dynamic unobserved effects model: Difference between revisions

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Based on the estimates for (''δ, ρ'') and the corresponding variance, test about the coefficients can be implemented <ref>Whitney K. Newey, Daniel McFadden, Chapter 36 Large sample estimation and hypothesis testing, In: Robert F. Engle and Daniel L. McFadden, Editor(s), Handbook of Econometrics, Elsevier, 1994, Volume 4, Pages 2111-2245, ISSN 1573-4412, ISBN 9780444887665,</ref> and the average partial effect can be calculated.<ref>Chamberlain, G. (1980), “Analysis of Covariance with Qualitative Data,” Journal of Econometrics 18, 5-46</ref>
 
==References==
{{Reflist}}