Robust random effects tests for two-way error component models with panel data-Reference-Cited by-同舟云学术

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Robust random effects tests for two-way error component models with panel data

Published:2016-12 Issue: Volume:59 Page:1-8
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Wu Jianhong

Funder

National Nature Science Foundation of China

MOE Project of Key Research Institute of Humanities and Social Sciences at Universities

National Bureau of statistics of Key Projects

Zhejiang Provincial Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference15 articles.

1. Econometric Analysis of Panel Data;Baltagi,2008

2. Monte Carlo results on several new and existing tests for the error component model;Baltagi;J. Econ.,1992

3. Tests for the error-component model in the presence of local misspecification;Bera;J. Econ.,2001

4. The Lagrange multiplier test and its applications to model specification in econometrics;Breusch;Rev. Econ. Stud.,1980

5. Testing the error components model with non-normal disturbances;Honda;Rev. Econ. Stud.,1985

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing for heteroskedasticity in two-way fixed effects panel data models;Journal of Applied Statistics;2019-06-26

2. Hausman-type tests for individual and time effects in the panel regression model with incomplete data;Journal of the Korean Statistical Society;2018-09

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