Properties of Honda’s test of random individual effects in non-linear regressions
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References listed on IDEAS
- Maxwell King & Ping Wu, 1997. "Locally optimal one-sided tests for multiparameter hypotheses," Econometric Reviews, Taylor & Francis Journals, pages 131-156.
- Yuzo Honda, 1985. "Testing the Error Components Model with Non-Normal Disturbances," Review of Economic Studies, Oxford University Press, vol. 52(4), pages 681-690.
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Keywordsnon-linear least squares; score test; error component model;
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