Authors
Leslie E Papke, Jeffrey M Wooldridge
Publication date
2005/3/1
Journal
Economics Letters
Volume
86
Issue
3
Pages
413-417
Publisher
North-Holland
Description
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.
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