Testing for heteroskedasticity in two-way fixed effects panel data models
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- scientific article; zbMATH DE number 5846391
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Cites work
- A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model
- A standardized test for the error components model with the two-way layout
- Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
- Coefficient estimates for certain subclasses of analytic functions of complex order
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
- Estimation of spatial autoregressive panel data models with fixed effects
- Functional form and spatial dependence in dynamic panels
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Joint LM test for homoskedasticity in a one-way error component model
- Linear regression for panel with unknown number of factors as interactive fixed effects
- Locally adjusted LM test for spatial dependence in fixed effects panel data models
- Moment-based tests for individual and time effects in panel data models
- Monte Carlo results on several new and existing tests for the error component model
- Panel Data Econometrics
- Panel data models with interactive fixed effects
- Robust tests for heteroskedasticity in the one-way error components model
- Testing for heteroskedasticity and serial correlation in a random effects panel data model
- Testing for heteroskedasticity and spatial correlation in a two way random effects model
- Testing for heteroskedasticity in fixed effects models
- Testing for individual and time effects in panel data models with interactive effects
- Testing homogeneity in panel data models with interactive fixed effects
- The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
Cited in
(15)- Testing inference in heteroskedastic fixed effects models
- Testing for heteroskedasticity in fixed effects models
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
- A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model
- Conditional score tests for heteroscedasticity in the two-way error components model
- A joint test for conditional heteroscedasticity in dynamic panel data models
- scientific article; zbMATH DE number 5846391 (Why is no real title available?)
- TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION
- Testing for heteroskedasticity in panel data models with interactive fixed effects
- A Test for Slope Heterogeneity in Fixed Effects Models
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model
- Testing for distributional features in varying coefficient panel data models
- Exact testing for heteroscedasticity in a two-way layout in variety frost trials when incorporating a covariate
- Fisher information matrix for two-way random effects model with heteroscedasticity
- On using durbin's h-test to validate the partial-adjustment model
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