A Score Test for Individual Heteroscedasticity in a One-way Error Components Model
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Keywordspanel data; error components model; score test; individual heteroscedasticity: contiguous alternatives; asymptotic local power;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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