Test of random effects with incomplete panel data.

DOI10.1016/S0378-4754(03)00107-1MaRDI QIDQ1427757zbMATH OpenOpenAlexFDO

Authors Kosuke Oya

Publication date 14 March 2004

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4754(03)00107-1

zbMATH Keywords

Markov chainMissing valuesVariance componentsRandom effectIncomplete panel

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear inference, regression (62J99) Applications of statistics to economics (62P20) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

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Cites work

• A lagrange multiplier test for the error components model with incomplete panels
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• LM tests for unit roots in the presence of missing observations: Small sample evidence
• PARAMETER ESTIMATION OF UNIT ROOT PROCESSES WITH MISSING OBSERVATIONS

Cited in

(4)

• A moment-based test for individual effects in the error component model with incomplete panels
• 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
• Unbalanced panel data: a survey

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