Monte Carlo results on several new and existing tests for the error component model
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 54 (1992)
Issue (Month): 1-3 ()
Contact details of provider:
Web page: http://www.elsevier.com/locate/jeconom
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, Elsevier, vol. 95(2), pages 375-389, April.
- Caliman, Tiziana & Di Bella, Enrico, 2011. "House Price Dynamics in Italy - La dinamica delle quotazioni immobiliari in Italia," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 64(1), pages 37-65.
- Walter Sosa Escudero & Federico Zincenko, 2008. "Tests for Dynamic Effects in Linear Panel Data Models," Working Papers 95, Universidad de San Andres, Departamento de Economia, revised Feb 2008.
- Chris D. Orme & Takashi Yamagata, 2006.
"The asymptotic distribution of the F-test statistic for individual effects,"
Royal Economic Society, vol. 9(3), pages 404-422, November.
- C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0610, Economics, The University of Manchester.
- Anil K. Bera & Walter Sosa Escudero & Mann Yoon, 2000.
"Tests for the Error Component Model in the Presence of Local Misspecification,"
Econometric Society World Congress 2000 Contributed Papers
1888, Econometric Society.
- Bera, Anil K. & Sosa-Escudero, Walter & Yoon, Mann, 2001. "Tests for the error component model in the presence of local misspecification," Journal of Econometrics, Elsevier, Elsevier, vol. 101(1), pages 1-23, March.
- Anil Bera & Walter Sosa Escudero & Mann Yoon, 2000. "Test for the Error Component Model in the Presence of Local Misspecification," Department of Economics, Working Papers 022, Departamento de EconomÃa, Facultad de Ciencias EconÃ³micas, Universidad Nacional de La Plata.
- Erling Häggström, 2002. "Properties of Honda’s test of random individual effects in non-linear regressions," Statistical Papers, Springer, vol. 43(2), pages 177-196, April.
- Blanchard, Pierre & Matyas, Laszlo, 1996.
"Robustness of tests for error components models to non-normality,"
Elsevier, vol. 51(2), pages 161-167, May.
- Blanchard, P. & Matyas, L., 1994. "Robustness of Tests for Error Component Models to Nonnormality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 3/94, Monash University, Department of Econometrics and Business Statistics.
- Badi H. Baltagi & Zhenlin Yang, 2013.
"Standardized LM tests for spatial error dependence in linear or panel regressions,"
Royal Economic Society, vol. 16(1), pages 103-134, 02.
- Badi H. Baltagi & Zhenlin Yang, 2012. "Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 142, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Zhenlin Yang, 2010. "Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions," Working Papers 11-2010, Singapore Management University, School of Economics.
- Baltagi, Badi H. & Song, Seuck Heun & Koh, Won, 2003.
"Testing panel data regression models with spatial error correlation,"
Journal of Econometrics, Elsevier,
Elsevier, vol. 117(1), pages 123-150, November.
- Badi H. Baltagi & Seuck Heun Song & Won Koh, 2002. "Testing Panel Data Regression Models with Spatial Error Correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data B6-4, International Conferences on Panel Data.
- Wu, Jianhong & Li, Guodong, 2014. "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, Elsevier, vol. 178(P3), pages 569-581.
- Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du DÃ©partement d'EconomÃ©trie et d'Economie politique (DEEP), UniversitÃ© de Lausanne, FacultÃ© des HEC, DEEP 9915, UniversitÃ© de Lausanne, FacultÃ© des HEC, DEEP.
- Walter Sosa Escudero, 2007. "Testing for Persistence in the Error Component Model:A One-Sided Approach," Working Papers 94, Universidad de San Andres, Departamento de Economia, revised Feb 2007.
- Geoffrey Shuetrim & Philip Lowe & Steve Morling, 1993. "The Determinants of Corporate Leverage: A Panel Data Analysis," RBA Research Discussion Papers rdp9313, Reserve Bank of Australia.
- Badi Baltagi & Seuck Heun Song & Byoung Cheol Jung, 2002. "Simple Lm Tests For The Unbalanced Nested Error Component Regression Model," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(2), pages 167-187.
- Kusum Mundra, 2005. "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics, EconWPA 0502008, EconWPA.
- C. R. McKenzie & Sumiko Takaoka, 2003. "2002: A LIMDEP odyssey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 18(2), pages 241-247.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.