Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels

Author:

Bennala Nezar,Hallin Marc,Paindaveine Davy

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference32 articles.

1. Efficient detection of random coefficients in autoregressive models;Akharif;The Annals of Statistics,2003

2. Panel Data Econometrics;Arellano,2003

3. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution;Azzalini;Journal of the Royal Statistical Society Series B,2003

4. Econometric Analysis of Panel Data;Baltagi,2008

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1. Locally optimal tests against periodic linear regression in short panels;Communications in Statistics - Simulation and Computation;2024-02-16

2. Optimal Tests for Random Effects In Linear Mixed Models;Hacettepe Journal of Mathematics and Statistics;2021-12-31

3. Optimal Detection of Bilinear Dependence in Short Panels of Regression Data;Revista Colombiana de Estadística;2020-07-01

4. Efficient pseudo-Gaussian and rank-based detection of random regression coefficients;Journal of Nonparametric Statistics;2020-04-02

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