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Original Articles

Power properties of the Sargan test in the presence of measurement errors in dynamic panels

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Pages 349-353 | Published online: 25 Mar 2008

References

  • Arellano , M and Bond , S . 1991 . Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations . Review of Economic Studies , 58 : 277 – 97 .
  • Bowsher , C . 2002 . On testing overidentifying restrictions in dynamic panel data models . Economics Letters , 77 : 211 – 20 .
  • Dahlberg , M , Johansson , E and Tovmo , P . 2002 . Power properties of the Sargan test in the presence of measurement errors in dynamic panels Working Paper 2002:13, Department of Economics, Uppsala University
  • Hall , P and Horowitz , JL . 1996 . Bootstrap critical values for tests based on generalized-method-of-moments estimators . Econometrica , 64 : 891 – 916 .
  • Holtz-Eakin , D , Newey , W and Rosen , HS . 1988 . Estimating vector autoregressions with panel data . Econometrica , 56 : 1371 – 95 .

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