The asymptotic distribution of the F‐test statistic for individual effects

DOI10.1111/j.1368-423X.2006.00191.xzbMath1106.62020MaRDI QIDQ3422391

Takashi Yamagata, Chris D. Orme

Publication date: 13 February 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

panel data

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

65C05: Monte Carlo methods

Related Items

A Heteroskedasticity-RobustF-Test Statistic for Individual Effects, Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test, Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels, Hypothesis testing in linear regression when \(k/n\) is large, Five Diagnostic Tests for Unobserved Cluster Effects

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