Rank‐based Optimal Tests for Random Effects in Panel Data
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers ECARES with number ECARES 2010-018.
Length: 33 p.
Date of creation: 2010
Date of revision:
Publication status: Published by:
Random Effects; Panel Data; Rank Tests; Local Asymptotic Normality;
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ULB Institutional Repository
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ULB Institutional Repository
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- Swensen, Anders Rygh, 1985. "The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 54-70, February.
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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.
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