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Monte Carlo results on several new and existing tests for the error component model

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Author Info
Baltagi, Badi H.
Chang, Young-Jae
Li, Qi

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4582HJN-2H/2/54a94fcd57e0bf381301b968a794e026
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 54 (1992)
Issue (Month): 1-3 ()
Pages: 95-120
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Handle: RePEc:eee:econom:v:54:y:1992:i:1-3:p:95-120

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Web page: http://www.elsevier.com/locate/jeconom

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  1. C. R. McKenzie & Sumiko Takaoka, 2003. "2002: A LIMDEP odyssey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 241-247. [Downloadable!]
  2. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9915, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
  3. Kusum Mundra, 2005. "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics 0502008, EconWPA. [Downloadable!]
  4. 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. [Downloadable!] (restricted)
  5. 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. [Downloadable!]
  6. C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series 0610, Economics, The University of Manchester. [Downloadable!]
    Other versions:
  7. 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. [Downloadable!]
    Other versions:
  8. 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 B6-4, International Conferences on Panel Data. [Downloadable!]
    Other versions:
  9. Badi Baltagi & Seuck Heun Song & Byoung Cheol Jung, 2002. "Simple Lm Tests For The Unbalanced Nested Error Component Regression Model," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 167-187. [Downloadable!] (restricted)
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