Moment-based tests for individual and time effects in panel data models (Q2512623): Difference between revisions

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+Joint LM test for homoskedasticity in a one-way error component model
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+Monte Carlo results on several new and existing tests for the error component model
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+Testing for heteroskedasticity and serial correlation in a random effects panel data model
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+Testing for serial correlation, spatial autocorrelation and random effects using panel data
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+Tests for the error component model in the presence of local misspecification
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+Specification Tests in Econometrics
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+Testing the Error Components Model with Non-Normal Disturbances
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+Panel data models with spatially correlated error components
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+Estimation of spatial autoregressive panel data models with fixed effects
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+A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+On Variance Components in Semiparametric Mixed Models for Longitudinal Data
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+Dynamic Aspects of Earning Mobility
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+Robust tests for heteroskedasticity in the one-way error components model
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+Asymptotic Statistics
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+Q2995585
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+Estimation of moments for linear panel data models with potential existence of time effects
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+An Orthogonality-Based Estimation of Moments for Linear Mixed Models
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+Estimation of and testing for random effects in dynamic panel data models
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+Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
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