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Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model

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Cited by:

  1. Mohamad Alnafissa & Mohammed Abdeen & Kamaleldin Bashir & Yosef Alamri & Fuad Alagsam & Abdulaziz Al-Duwais, 2022. "Impact of Gulf Cooperation Countries’ Foreign Direct Investment on Sudan’s Agricultural Exports," Sustainability, MDPI, vol. 14(6), pages 1-8, March.
  2. Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50, Emerald Group Publishing Limited.
  3. Pavel Čížek, 2013. "Reweighted least trimmed squares: an alternative to one-step estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 514-533, September.
  4. Shao, Zhen & Gao, Fei & Zhang, Qiang & Yang, Shan-Lin, 2015. "Multivariate statistical and similarity measure based semiparametric modeling of the probability distribution: A novel approach to the case study of mid-long term electricity consumption forecasting i," Applied Energy, Elsevier, vol. 156(C), pages 502-518.
  5. Larsen, Peter H. & Boehlert, Brent & Eto, Joseph & Hamachi-LaCommare, Kristina & Martinich, Jeremy & Rennels, Lisa, 2018. "Projecting future costs to U.S. electric utility customers from power interruptions," Energy, Elsevier, vol. 147(C), pages 1256-1277.
  6. Abdallah K. Atieh & Abdulrazzak K. Alshehadeh & Mohammed L. Ashour, 2020. "The Relationship between Both Accounting Earnings and Cash Flows, and Cash Dividends for Commercial Banks Operating in Jordan," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 253-269.
  7. Trnkova, Gabriela & Mala, Zdenka & Vasilenko, Alexandr, 2012. "Analysis of the Effects of Subsidies on the Economic Behavior of Agricultural Businesses Focusing on Animal Production," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(4 Special), pages 1-12, December.
  8. Chen, Jing & Yue, Rongxian & Wu, Jianhong, 2020. "Testing for individual and time effects in the two-way error component model with time-invariant regressors," Economic Modelling, Elsevier, vol. 92(C), pages 216-229.
  9. Shao, Zhen & Gao, Fei & Yang, Shan-Lin & Yu, Ben-gong, 2015. "A new semiparametric and EEMD based framework for mid-term electricity demand forecasting in China: Hidden characteristic extraction and probability density prediction," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 876-889.
  10. Baltagi, Badi H. & Jung, Byoung Cheol & Song, Seuck Heun, 2010. "Testing for heteroskedasticity and serial correlation in a random effects panel data model," Journal of Econometrics, Elsevier, vol. 154(2), pages 122-124, February.
  11. Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
  12. Nizar Dwaikat & Mohamed Imen Gallali & Mohammed Saadeh, 2021. "The Impact of Family Ownership on the Capital Structure of Palestinian Firms," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 32-52.
  13. Malik Abu Afifa & Isam Saleh & Fadi Haniah, 2021. "Direct and Mediated Associations Among Ownership Structure, Cash Holdings and Firm Value: The Case of Jordanian Insurance Firms," Vision, , vol. 25(4), pages 471-482, December.
  14. Çetin, Ahmet Burak, 2019. "The Effect of Economic and Political Institutions on Economic Growth: The Case of Developed Countries and Emerging Market Economies," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 4(2), pages 1-31, December.
  15. Lin, Xu & Zhang, Jihu & Jiang, Shanhe, 2022. "Spatial and temporal correlations of crime in Detroit: Evidence from spatial dynamic panel data models," International Review of Law and Economics, Elsevier, vol. 72(C).
  16. Fares Jamiel Hussein Alsufy, 2019. "The Impact of Capital Structure Components on the Total Assets Turnover: Evidence from Amman Stock Exchange," International Business Research, Canadian Center of Science and Education, vol. 12(7), pages 71-75, July.
  17. repec:hal:journl:peer-00768191 is not listed on IDEAS
  18. Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011. "Robust tests for heteroskedasticity in the one-way error components model," Journal of Econometrics, Elsevier, vol. 160(2), pages 300-310, February.
  19. Wu, Jianhong & Li, Guodong, 2014. "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 569-581.
  20. Natalia Drzewoszewska, 2016. "Związki przyczynowo-skutkowe między bilateralnymi przepływami handlu, bezpośrednich inwestycji zagranicznych i migracji w państwach rozwiniętych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 203-220.
  21. Fares Alsufy & Malik Abu Afifa & Mohammed Zakaria Soda, 2020. "Mediating Effects of Liquidity in the Relationship between Earnings Quality and Market Value of the Share Price: Evidence from Jordan," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 19(1), pages 17-32, June.
  22. Amaresh Tiwari & Franz Palm, 2011. "Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects," CREPP Working Papers 1113, Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, University of Liège.
  23. Juhl, Ted & Sosa-Escudero, Walter, 2014. "Testing for heteroskedasticity in fixed effects models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 484-494.
  24. Chafic Saliba & Panteha Farmanesh & Seyed Alireza Athari, 2023. "Does country risk impact the banking sectors’ non-performing loans? Evidence from BRICS emerging economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-30, December.
  25. Maly, Michal & Mala, Zdenka & Sobrova, L. & Halova, P., 2011. "Partial equilibrium model of Czech beef trade," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 3(2), pages 1-12, June.
  26. King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020. "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.
  27. Wu, Jianhong, 2020. "A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects," Economics Letters, Elsevier, vol. 197(C).
  28. Amaresh K Tiwari, 2021. "A Control Function Approach to Estimate Panel Data Binary Response Model," Papers 2102.12927, arXiv.org, revised Sep 2021.
  29. Owusu Benjamin, 2021. "Fiscal Sustainability Hypothesis Test in Central and Eastern Europe: A Panel Data Perspective," Central European Economic Journal, Sciendo, vol. 8(55), pages 285-312, January.
  30. Goran Radosavljeviæ & Mihajlo Babin & Miloš Eriæ & Jelisaveta Lazareviæ, 2020. "Income convergence between Southeast Europe and the European Union," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 499-519.
  31. Gong, Pu & Weng, Yingliang, 2016. "Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 173-191.
  32. Wa Ntita Serge Kabongo & Josue Mbonigaba, 2017. "Demand-side Determinants of Access to Healthcare Services: Empirical Evidence from Africa," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 67(4), pages 3-22, October-D.
  33. Fosu, Prince, 2016. "Infrastructure and Foreign Direct Investment Inflows: Evidence from Ghana," MPRA Paper 100375, University Library of Munich, Germany, revised 13 May 2020.
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