Testing for random individual and time effects using a Gauss-Newton regression

DOI10.1016/0165-1765(95)00754-7MaRDI QIDQ1351728zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi

Publication date 27 February 1997

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(95)00754-7

zbMATH Keywords

Random effectsPanel dataError componentsGauss-Newton regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic growth models (91B62)

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• Properties of Honda's test of random individual effects in non-linear regressions
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Cites work

• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• Estimation of linear models with crossed-error structure
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

Cited in

(2)

• Properties of Honda's test of random individual effects in non-linear regressions
• GNR, MGR, and exact misspeclfication testing

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