A Joint Test for Conditional Heteroscedasticity in Dynamic Panel Data Models
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Publication:3006273
DOI10.1080/03610921003606301zbMath1220.62069OpenAlexW2130843040MaRDI QIDQ3006273
Publication date: 10 June 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610921003606301
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)
Cites Work
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- Large Sample Properties of Generalized Method of Moments Estimators
- A joint serial correlation test for linear panel data models
- Analysis of Panel Data
- The Estimation of Economic Relationships using Instrumental Variables
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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