Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression
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References listed on IDEAS
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More about this item
KeywordsExact test; Hypothesis test; Maximum Likelihood; Pre-test; Random coefficient regression;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-08-31 (All new papers)
- NEP-ECM-2003-08-31 (Econometrics)
- NEP-ETS-2003-08-31 (Econometric Time Series)
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