Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153): Difference between revisions

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+Useful matrix transformations for panel data analysis: a survey
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+Joint LM test for homoskedasticity in a one-way error component model
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+Testing AR(1) against MA(1) disturbances in an error component model
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+Testing for heteroskedasticity and serial correlation in a random effects panel data model
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+Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
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+Tests for the error component model in the presence of local misspecification
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+Transforming the error-components model for estimation with general ARMA disturbances
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+Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
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+IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
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