Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
DOI10.1016/J.JECONOM.2012.02.008zbMATH Open1443.62429OpenAlexW1988467036MaRDI QIDQ528020FDOQ528020
Authors: Nezar Bennala, Marc Hallin, Davy Paindaveine
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000772
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Cited In (4)
- Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
- Optimal tests for random effects in linear mixed models
- Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
- Pseudo-Gaussian and rank-based tests for first-order superdiagonal bilinear models in panel data
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