Pages that link to "Item:Q3725412"
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The following pages link to Testing the Error Components Model with Non-Normal Disturbances (Q3725412):
Displayed 36 items.
- When does Heckman's two-step procedure for censored data work and when does it not? (Q434403) (← links)
- A moment-based test for individual effects in the error component model with incomplete panels (Q491722) (← links)
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
- Testing for jumps in the EGARCH process (Q834296) (← links)
- Unbalanced panel data: a survey (Q849876) (← links)
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- A standardized test for the error components model with the two-way layout (Q1182964) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- Robustness of tests for error components models to non-normality (Q1350560) (← links)
- Misspecified heterogeneity in panel data models (Q1381178) (← links)
- Properties of Honda's test of random individual effects in non-linear regressions (Q1402930) (← links)
- Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
- Hausman-type tests for individual and time effects in the panel regression model with incomplete data (Q1657866) (← links)
- Testing spatial effects and random effects in a nested panel data model (Q1663962) (← links)
- Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
- Panel data modeling of bank deposits (Q2045105) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
- Testing for individual and time effects in unbalanced panel data models with time-invariant regressors (Q2699111) (← links)
- Testing for Persistence in the Error Component Model: A One-Sided Approach (Q2859303) (← links)
- A lagrange multiplier test for the error components model with incomplete panels (Q3350611) (← links)
- The asymptotic distribution of the F‐test statistic for individual effects (Q3422391) (← links)
- Testing for random effects in panel models with spatially correlated disturbances (Q3542548) (← links)
- Five Diagnostic Tests for Unobserved Cluster Effects (Q3589999) (← links)
- Adaptation of honda's one–sided test of random effects to repeated measurements experiments (Q4246303) (← links)
- Testing for random individual effects using recursive residuals (Q4355139) (← links)
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL (Q4443970) (← links)
- ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION (Q4540674) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Information criteria in identifying regression models (Q4843646) (← links)
- A Heteroskedasticity-Robust<i>F</i>-Test Statistic for Individual Effects (Q5080456) (← links)
- Tests for random time effects and spatial error correlation in panel regression models (Q5169754) (← links)
- Tests for the error component model in the presence of local misspecification (Q5931137) (← links)
- Stigma model of welfare fraud and non‐take‐up: Theory and evidence from OECD panel data (Q6074910) (← links)