Testing for random individual effects using recursive residuals
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Cites work
- A Simple Test for Serial Correlation in Regression Analysis
- Alternative Tests of the Error Components Model
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- scientific article; zbMATH DE number 3196618 (Why is no real title available?)
- Investment Demand: An Empirical Contribution to the Aggregation Problem
- Monte Carlo results on several new and existing tests for the error component model
- Random group effects and the precision of regression estimates
- Testing the Error Components Model with Non-Normal Disturbances
- The Cusum Test with Ols Residuals
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
Cited in
(5)- Testing for random individual and time effects using a Gauss-Newton regression
- Small sample properties of the power function of \(F\) tests in two-way error component regression.
- Testing for random effect in the Fuller-Battese model
- The asymptotic distribution of the F‐test statistic for individual effects
- Five diagnostic tests for unobserved cluster effects
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