Testing for Persistence in the Error Component Model: A One-Sided Approach

DOI10.1080/03610926.2011.611606OpenAlexW1967697795MaRDI QIDQ2859303

Walter Sosa-Escudero

Publication date: 7 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10908/11921

zbMATH Keywords

testingrandom effectsserial correlationerror component modelone-sided alternatives

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Monte Carlo results on several new and existing tests for the error component model
• A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
• Testing the Error Components Model with Non-Normal Disturbances
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Dynamic Aspects of Earning Mobility
• Locally optimal one-sided tests for multiparameter hypotheses
• How Much Should We Trust Differences-In-Differences Estimates?
• ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
• Tests for the error component model in the presence of local misspecification

This page was built for publication: Testing for Persistence in the Error Component Model: A One-Sided Approach