A moment-based test for individual effects in the error component model with incomplete panels

DOI10.1016/J.SPL.2015.05.013zbMath1327.62096OpenAlexW565530879MaRDI QIDQ491722

Qing Ding, Jinxu Qin, Jian-hong Wu

Publication date: 19 August 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.05.013

zbMATH Keywords

incomplete panelindividual effectmoment-based test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Hausman-type tests for individual and time effects in the panel regression model with incomplete data ⋮ Statistical inference for the unbalanced two-way error component regression model with errors-in-variables ⋮ Testing for individual and time effects in unbalanced panel data models with time-invariant regressors

Cites Work

• Test of random effects with incomplete panel data.
• Moment-based tests for individual and time effects in panel data models
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models
• A lagrange multiplier test for the error components model with incomplete panels
• Testing the Error Components Model with Non-Normal Disturbances
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Useful matrix transformations for panel data analysis: a survey
• Alternative Tests of the Error Components Model

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