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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels

Dahlberg, Matz, Mörk, Eva, Tovmo, Per January 2008 (has links)
This paper investigates the power properties of the Sargan test in the presence of measurement errors in dynamic panel data models. The conclusion from Monte Carlo simulations, and an application on the data used by Arellano and Bond (1991), is that in the very likely case of measurement errors in either the dependent or any of the independent variables, we will, if we rely on the Sargan test, quite likely accept a mis-specified model and end up with biased results.
Sargan test
Measurement errors
Dynamic panels
Econometrics
Ekonometri
Economics
Nationalekonomi

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