Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model

DOI10.1016/0304-4076(81)90057-9zbMath0479.62089OpenAlexW1789563495MaRDI QIDQ1162096

Badi H. Baltagi

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90057-9

zbMATH Keywords

Lagrange multiplier testHausman specification testChow-testRoy-Zellner testtime-series of cross-section data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Related Items (11)

Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model ⋮ Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances ⋮ A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data ⋮ Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights ⋮ A nonparametric test for poolability using panel data ⋮ Estimation for the multi-way error components model with ill-conditioned panel data ⋮ Sensitivity of GLS estimators in random effects models ⋮ Estimation of the error-components model with incomplete panels ⋮ The unbalanced nested error component regression model ⋮ The error components regression model: conditional relative efficiency comparisons ⋮ Robust penalized quantile regression estimation for panel data

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