On the testing of correlated effects with panel data

DOI10.1016/0304-4076(93)90040-CzbMATH Open0800.62804OpenAlexW2046834055MaRDI QIDQ689433FDOQ689433

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

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

Cited In (14)

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

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