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Properties of Honda’s test of random individual effects in non-linear regressions

  • Erling Häggström
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    File URL: http://hdl.handle.net/10.1007/s00362-002-0096-9
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    Article provided by Springer in its journal Statistical Papers.

    Volume (Year): 43 (2002)
    Issue (Month): 2 (April)
    Pages: 177-196

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    Handle: RePEc:spr:stpapr:v:43:y:2002:i:2:p:177-196
    Contact details of provider: Web page: http://www.springer.com/statistics/business/journal/362

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    1. 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.
    2. 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.
    3. Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
    4. Maxwell King & Ping Wu, 1997. "Locally optimal one-sided tests for multiparameter hypotheses," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 131-156.
    5. Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-98, November.
    6. 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.
    7. 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.
    8. 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.
    9. Moulton, Brent R & Randolph, William C, 1989. "Alternative Tests of the Error Components Model," Econometrica, Econometric Society, vol. 57(3), pages 685-93, May.
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