Properties of Honda’s test of random individual effects in non-linear regressions
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Bibliographic InfoArticle provided by Springer in its journal Statistical Papers.
Volume (Year): 43 (2002)
Issue (Month): 2 (April)
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Web page: http://www.springer.com/statistics/business/journal/362
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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"Panel Data and Unobservable Individual Effects,"
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- Maxwell King & Ping Wu, 1997. "Locally optimal one-sided tests for multiparameter hypotheses," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 131-156.
- Baltagi, Badi H., 1996. "Testing for random individual and time effects using a Gauss-Newton regression," Economics Letters, Elsevier, vol. 50(2), pages 189-192, February.
- Moulton, Brent R & Randolph, William C, 1989. "Alternative Tests of the Error Components Model," Econometrica, Econometric Society, vol. 57(3), pages 685-93, May.
- Breusch, T.S. & Pagan, A.R., .
"The Lagrange multiplier test and its applications to model specification in econometrics,"
CORE Discussion Papers RP
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- Breusch, T S & Pagan, A R, 1980. "The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 239-53, January.
- Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
- Baltagi, Badi H. & Chang, Young-Jae & Li, Qi, 1992. "Monte Carlo results on several new and existing tests for the error component model," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 95-120.
- Badi H. BALTAGI, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annales d'Economie et de Statistique, ENSAE, issue 55-56, pages 277-297.
- Honda, Yuzo, 1985. "Testing the Error Components Model with Non-normal Disturbances," Review of Economic Studies, Wiley Blackwell, vol. 52(4), pages 681-90, October.
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