Testing for Persistence in the Error Component Model: A One-Sided Approach

DOI10.1080/03610926.2011.611606MaRDI QIDQ2859303zbMATH OpenOpenAlexFDO

Authors Walter Sosa-Escudero

Publication date 7 November 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10908/11921

zbMATH Keywords

error component modelone-sided alternativesrandom effectsserial correlationtesting

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
• Dynamic Aspects of Earning Mobility
• How Much Should We Trust Differences-In-Differences Estimates?
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• Locally optimal one-sided tests for multiparameter hypotheses
• Monte Carlo results on several new and existing tests for the error component model
• ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
• Testing the Error Components Model with Non-Normal Disturbances
• Tests for the error component model in the presence of local misspecification
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

This page was built for publication: Testing for Persistence in the Error Component Model: A One-Sided Approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2859303)