Title of article :
A computational trick for delta-method standard errors
Author/Authors :
Leslie E. Papke، نويسنده , , Jeffrey M. Wooldridge، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Abstract :
We show how to compute the standard error for a nonlinear function of regression coefficients using a simple substitution trick. We use the method to obtain a standard error for the long-run effect in a dynamic panel data model
Keywords :
Asymptotic standard error , Delta method , nonlinear function , Robust standard error
Journal title :
Economics Letters
Journal title :
Economics Letters
