Testing linear and loglinear error components regressions against Box-Cox alternatives
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References listed on IDEAS
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- Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society.
- Liangjun Su & Zhenlin Yang, 2008.
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- Liangjun Su & Zhenlin Yang, 2009. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Working Papers 03-2009, Singapore Management University, School of Economics.
- Lee, Yoon-Jin, 2014. "Testing a linear dynamic panel data model against nonlinear alternatives," Journal of Econometrics, Elsevier, vol. 178(P1), pages 146-166.
More about this item
KeywordsLagrange multiplier Double-length regressions Error components Box-Cox transformation;
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