Alternative Tests of the Error Components Model
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Publication:4734645
DOI10.2307/1911059zbMATH Open0684.62079OpenAlexW2043196607MaRDI QIDQ4734645FDOQ4734645
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
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
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
- Adaptation of honda's one–sided test of random effects to repeated measurements experiments
- Testing for random individual effects using recursive residuals
- Maximal invariant likelihood based testing of semi-linear models
- Misspecified heterogeneity in panel data models
- A standardized test for the error components model with the two-way layout
- Title not available (Why is that?)
- A moment-based test for individual effects in the error component model with incomplete panels
- 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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