Pages that link to "Item:Q1203086"

The following pages link to Monte Carlo results on several new and existing tests for the error component model (Q1203086):

Displaying 15 items.

• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
• Robustness of tests for error components models to non-normality (Q1350560) (← links)
• Misspecified heterogeneity in panel data models (Q1381178) (← links)
• Model selection using AIC in the presence of one-sided information (Q1399268) (← links)
• Properties of Honda's test of random individual effects in non-linear regressions (Q1402930) (← links)
• Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• Hausman-type tests for individual and time effects in the panel regression model with incomplete data (Q1657866) (← links)
• Testing spatial effects and random effects in a nested panel data model (Q1663962) (← links)
• Determining individual or time effects in panel data models (Q2295800) (← links)
• Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
• Testing for individual and time effects in unbalanced panel data models with time-invariant regressors (Q2699111) (← links)
• Testing for Persistence in the Error Component Model: A One-Sided Approach (Q2859303) (← links)
• The asymptotic distribution of the F‐test statistic for individual effects (Q3422391) (← links)
• Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture (Q6079952) (← links)