Econometric Errors in an Applied Economics Article (Journal article)

Hatzinikolaou, D.

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dc.contributor.authorHatzinikolaou, D.en
dc.date.accessioned2015-11-24T17:04:46Z-
dc.date.available2015-11-24T17:04:46Z-
dc.identifier.issn1933-527X-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/11220-
dc.rightsDefault Licence-
dc.titleEconometric Errors in an Applied Economics Articleen
heal.typejournalArticle-
heal.type.enJournal articleen
heal.type.elΆρθρο Περιοδικούel
heal.identifier.secondary<Go to ISI>://000277890500001-
heal.languageen-
heal.accesscampus-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.publicationDate2010-
heal.abstractThis comment points out some econometric errors contained in an Applied Economics article by Mavrommati and Papadopoulos (2005), to wit, the authors make an incorrect statement about the standard F-test; they claim erroneously that the Durbin-Watson test is irrelevant in panel data; they fail to test for serial correlation and random-walk errors; and they misuse the Durbin-Wu-Hausman test for the consistency of the fixed-effects estimator. Thus, their results are questionable. This comment aims to prevent novice researchers from repeating these errors, and to police standards at the journals.en
heal.journalNameEcon Journal Watchen
heal.journalTypepeer reviewed-
heal.fullTextAvailabilityTRUE-
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά)

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