On the testing of correlated effects with panel data

DOI10.1016/0304-4076(93)90040-CMaRDI QIDQ689433zbMATH OpenOpenAlexFDO

Authors Manuel Arellano

Publication date 20 December 1993

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(93)90040-c

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites work

• Another look at the instrumental variable estimation of error-components models
• Multivariate regression models for panel data
• On the Pooling of Time Series and Cross Section Data
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics

Cited in

(14)

• How do epidemics induce behavioral changes?
• On the testing of heterogeneity effects in dynamic unbalanced panel data models
• Homophily and social norms in experimental network formation games
• A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
• The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics
• Practical steps to improve specification testing
• Omitted variables in multilevel models
• Volatility and firm growth
• Alternative ways of obtaining Hausman's test using artificial regressions
• Multilevel modeling with correlated effects
• AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
• Omitted variables in longitudinal data models
• Bootstrapping the Hausman test in panel data models
• Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models

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