Rank‐based Optimal Tests for Random Effects in Panel Data
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- Abdelhadi Akharif & Mohamed Fihri & Marc Hallin & Amal Mellouk, 2018. "Optimal Pseudo-Gaussian and Rank-Based Random Coefficient Detection in Multiple Regression," Working Papers ECARES 2018-39, ULB -- Universite Libre de Bruxelles.
More about this item
KeywordsRandom Effects; Panel Data; Rank Tests; Local Asymptotic Normality;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-06-18 (Econometrics)
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