Testing for heteroskedasticity in two-way fixed effects panel data models-Reference-Cited by-同舟云学术

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Testing for heteroskedasticity in two-way fixed effects panel data models

Published:2019-06-26 Issue:1 Volume:47 Page:91-116
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Feng Sanying¹,Li Gaorong²^ORCID,Tong Tiejun³,Luo Shuanghua⁴

Affiliation:

1. School of Mathematics and Statistics, Zhengzhou University, Zhengzhou, People's Republic of China

2. School of Statistics, Beijing Normal University, Beijing, People's Republic of China

3. Department of Mathematics, Hong Kong Baptist University, Hong Kong, People's Republic of China

4. School of Science, Xi'an Polytechnic University, Xi'an, People's Republic of China

Funder

National Natural Science Foundation of China

Startup Research Fund of Zhengzhou University

Excellent Youth Foundation of Zhengzhou University

Beijing Natural Science Foundation

Health and Medical Research Fund

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2019.1634682

Reference33 articles.

1. Panel Data Econometrics

2. TheRPackagephtt: Panel Data Analysis with Heterogeneous Time Trends

3. Panel Data Models With Interactive Fixed Effects

4. Joint LM test for homoskedasticity in a one-way error component model

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