IDEAS home Printed from https://ideas.repec.org/a/ecm/emetrp/v57y1989i3p685-93.html
   My bibliography  Save this article

Alternative Tests of the Error Components Model

Author

Listed:
  • Moulton, Brent R
  • Randolph, William C

Abstract

No abstract is available for this item.

Suggested Citation

  • Moulton, Brent R & Randolph, William C, 1989. "Alternative Tests of the Error Components Model," Econometrica, Econometric Society, vol. 57(3), pages 685-693, May.
    • Handle: RePEc:ecm:emetrp:v:57:y:1989:i:3:p:685-93
    as

    Download full text from publisher

    File URL: http://links.jstor.org/sici?sici=0012-9682%28198905%2957%3A3%3C685%3AATOTEC%3E2.0.CO%3B2-B&origin=repec
    File Function: full text
    Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Moulton, Brent R., 1986. "Random group effects and the precision of regression estimates," Journal of Econometrics, Elsevier, vol. 32(3), pages 385-397, August.
    2. T. S. Breusch & A. R. Pagan, 1980. "The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 239-253.
    3. Moulton, Brent R, 1990. "An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Unit," The Review of Economics and Statistics, MIT Press, vol. 72(2), pages 334-338, May.
    4. Yuzo Honda, 1985. "Testing the Error Components Model with Non-Normal Disturbances," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 52(4), pages 681-690.
    5. Moulton, Brent R, 1987. "Diagnostics for Group Effects in Regression Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(2), pages 275-282, April.
    6. Harrison, David Jr. & Rubinfeld, Daniel L., 1978. "Hedonic housing prices and the demand for clean air," Journal of Environmental Economics and Management, Elsevier, vol. 5(1), pages 81-102, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Alejo, Javier & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2018. "Testing for serial correlation in hierarchical linear models," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 101-116.
    2. Wu, Jianhong & Qin, Jinxu & Ding, Qing, 2015. "A moment-based test for individual effects in the error component model with incomplete panels," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 153-162.
    3. Beate Henschel, 2008. "Why is the share of women willing to work in East Germany larger than in West Germany? A logit model of extensive labour supply decision," ifo Working Paper Series 56, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    4. Wasmer, Etienne, 2006. "The Economics of Prozac: Do Employees Really Gain from Strong Employment Protection?," IZA Discussion Papers 2460, Institute of Labor Economics (IZA).
    5. Fadhuile, A., 2018. "Can we explain pesticide price trend by the regulation changes ?," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277112, International Association of Agricultural Economists.
    6. François Gardes, 2021. "Biases on variances estimated on large data-sets," Post-Print halshs-03325118, HAL.
    7. Wu, Jianhong & Li, Guodong & Xia, Qiang, 2018. "Moment-based tests for random effects in the two-way error component model with unbalanced panels," Economic Modelling, Elsevier, vol. 74(C), pages 61-76.
    8. François Gardes, 2021. "Biases on variances estimated on large data-sets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03325118, HAL.
    9. Blanchflower, David G., 2000. "Self-employment in OECD countries," Labour Economics, Elsevier, vol. 7(5), pages 471-505, September.
    10. Nguyen, Quyen T.K. & Almodóvar, Paloma & Wei, Ziyi, 2022. "Intra-firm and arm’s length export propensity and intensity of MNE foreign subsidiaries," Journal of Business Research, Elsevier, vol. 145(C), pages 288-308.
    11. Blanchflower, David G & Oswald, Andrew J, 1994. "Estimating a Wage Curve for Britain: 1973-90," Economic Journal, Royal Economic Society, vol. 104(426), pages 1025-1043, September.
    12. Nezar Bennala & Marc Hallin & Davy Paindaveine, 2010. "Rank‐based Optimal Tests for Random Effects in Panel Data," Working Papers ECARES ECARES 2010-018, ULB -- Universite Libre de Bruxelles.
    13. Bennala, Nezar & Hallin, Marc & Paindaveine, Davy, 2012. "Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels," Journal of Econometrics, Elsevier, vol. 170(1), pages 50-67.
    14. Philip R. P. Coelho & Tung Liu, 2012. "The Returns to College Education," Working Papers 201202, Ball State University, Department of Economics, revised Aug 2012.
    15. François Gardes, 2021. "Biases on variances estimated on large data-sets," Documents de travail du Centre d'Economie de la Sorbonne 21022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    16. Antweiler, Werner, 2001. "Nested random effects estimation in unbalanced panel data," Journal of Econometrics, Elsevier, vol. 101(2), pages 295-313, April.
    17. Montes-Rojas, Gabriel, 2016. "An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation," Economics Letters, Elsevier, vol. 145(C), pages 221-224.
    18. Mitchell A. Petersen, 2009. "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," The Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 435-480, January.
    19. Rok Spruk & Mitja Kovac, 2018. "Inefficient Growth," Review of Economics and Institutions, Università di Perugia, vol. 9(2).
    20. Ted Nabil ARANKI, 2001. "The Effect of Israeli Closure Policy on Wage Earnings in the West Bank and Gaza Strip," Middle East and North Africa 330400006, EcoMod.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecm:emetrp:v:57:y:1989:i:3:p:685-93. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/essssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.