Alternative Tests of the Error Components Model

DOI10.2307/1911059MaRDI QIDQ4734645zbMATH OpenOpenAlexFDO

Authors Brent R. Moulton, William C. Randolph

Publication date 1989

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911059

zbMATH Keywords

critical valuesLagrange multiplier testF-test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(29)

• Estimation and testing of regression disturbances based on modified likelihood functions
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test
• Information criteria in identifying regression models
• Properties of Honda's test of random individual effects in non-linear regressions
• Monte Carlo results on several new and existing tests for the error component model
• Hypothesis testing based on a vector of statistics
• Robustness of tests for error components models to non-normality
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• Hypothesis testing in the presence of nuisance parameters
• Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
• A lagrange multiplier test for the error components model with incomplete panels
• Unbalanced panel data: a survey
• Five diagnostic tests for unobserved cluster effects
• Hausman-type tests for individual and time effects in the panel regression model with incomplete data
• The asymptotic distribution of the F‐test statistic for individual effects
• Testing for random effects in panel models with spatially correlated disturbances
• A monotonic property for iterative GLS in the two-way random effects model
• Misspecified heterogeneity in panel data models
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
• Maximal invariant likelihood based testing of semi-linear models
• Adaptation of honda's one–sided test of random effects to repeated measurements experiments
• A standardized test for the error components model with the two-way layout
• Testing for random individual effects using recursive residuals
• A moment-based test for individual effects in the error component model with incomplete panels
• scientific article; zbMATH DE number 7608539 (Why is no real title available?)
• Determining individual or time effects in panel data models
• Tests for random time effects and spatial error correlation in panel regression models
• Testing panel data regression models with spatial error correlation.
• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels

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