Testing for individual and time effects in unbalanced panel data models with time-invariant regressors
From MaRDI portal
Publication:2699111
DOI10.3934/era.2022232OpenAlexW4312967487MaRDI QIDQ2699111
Publication date: 26 April 2023
Published in: Electronic Research Archive (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/era.2022232
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- A moment-based test for individual effects in the error component model with incomplete panels
- Estimation with unbalanced panel data having covariate measurement error
- Monte Carlo results on several new and existing tests for the error component model
- Hausman-type tests for individual and time effects in the panel regression model with incomplete data
- Moment-based tests for individual and time effects in panel data models
- An Orthogonality-Based Estimation of Moments for Linear Mixed Models
- Testing the Error Components Model with Non-Normal Disturbances
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Specification Tests in Econometrics
- Estimation of time-invariant effects in static panel data models
- Tests for the error component model in the presence of local misspecification
This page was built for publication: Testing for individual and time effects in unbalanced panel data models with time-invariant regressors