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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- Jonsson, Robert, 2003. "On the problem of optimal inference for time heterogeneous data with error components regression structure," Working Papers in Economics 110, University of Gothenburg, Department of Economics.
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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