The asymptotic distribution of the F‐test statistic for individual effects
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Publication:3422391
DOI10.1111/j.1368-423X.2006.00191.xzbMath1106.62020MaRDI QIDQ3422391
Takashi Yamagata, Chris D. Orme
Publication date: 13 February 2007
Published in: The Econometrics Journal (Search for Journal in Brave)
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)
Related Items (5)
A Heteroskedasticity-RobustF-Test Statistic for Individual Effects ⋮ Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test ⋮ Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels ⋮ Five Diagnostic Tests for Unobserved Cluster Effects ⋮ Hypothesis testing in linear regression when \(k/n\) is large
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- ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
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