The Asymptotic Distribution of the F-Test Statistic for Individual Effects
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- Chris D. Orme & Takashi Yamagata, 2006. "The asymptotic distribution of the F-test statistic for individual effects," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 404-422, November.
References listed on IDEAS
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- Badi Baltagi & Chihwa Kao & Sanggon Na, 2013. "Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test," Statistical Papers, Springer, vol. 54(4), pages 1067-1094, November.
- Chris D. Orme & Takashi Yamagata, 2014.
"A Heteroskedasticity-Robust F -Test Statistic for Individual Effects,"
Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
- Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series 1124, Economics, The University of Manchester.
- Khusrav Gaibulloev & Todd Sandler, 2009. "The Impact Of Terrorism And Conflicts On Growth In Asia," Economics and Politics, Wiley Blackwell, vol. 21(3), pages 359-383, November.
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"Hypothesis testing in linear regression when k/n is large,"
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- Calhoun, Gray, 2010. "Hypothesis Testing in Linear Regression when K/N is Large," Staff General Research Papers Archive 32216, Iowa State University, Department of Economics.
- Kelvin K. F. Law & Lillian F. Mills, 2017. "Military experience and corporate tax avoidance," Review of Accounting Studies, Springer, vol. 22(1), pages 141-184, March.
- Bennala, Nezar & Hallin, Marc & Paindaveine, Davy, 2012. "Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels," Journal of Econometrics, Elsevier, vol. 170(1), pages 50-67.
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