Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test
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Publication:1021777
DOI10.1016/j.spl.2009.03.012zbMath1359.62511MaRDI QIDQ1021777
Alain Pirotte, Georges Bresson, Badi H. Baltagi
Publication date: 9 June 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://surface.syr.edu/cgi/viewcontent.cgi?article=1050&context=cpr
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Cites Work
- Multivariate regression models for panel data
- On testing overidentifying restrictions in dynamic panel data models
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- Panel Data and Unobservable Individual Effects
- Specification Tests in Econometrics
- Useful matrix transformations for panel data analysis: a survey