Testing the Error Components Model with Non-Normal Disturbances
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Recommendations
- Robustness of tests for error components models to non-normality
- Testing the distribution of error components in panel data models
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
- Testing AR(1) against MA(1) disturbances in an error component model
- Testing of I(\(d\)) statistical models with non-parametric disturbances
- Testing normality in econometric models
- Hypotheses testing for error-in-variables models
- Tests for the error component model in the presence of local misspecification
Cited in
(40)- ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
- Testing for jumps in the stochastic volatility models
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test
- Testing for jumps in the EGARCH process
- Tests for the error component model in the presence of local misspecification
- Information criteria in identifying regression models
- Properties of Honda's test of random individual effects in non-linear regressions
- Monte Carlo results on several new and existing tests for the error component model
- Testing spatial effects and random effects in a nested panel data model
- Robustness of tests for error components models to non-normality
- Moment-based tests for individual and time effects in panel data models
- Testing for serial correlation in hierarchical linear models
- Robust tests for heteroskedasticity in the one-way error components model
- Testing for individual and time effects in unbalanced panel data models with time-invariant regressors
- A heteroskedasticity-robust F-test statistic for individual effects
- A lagrange multiplier test for the error components model with incomplete panels
- Unbalanced panel data: a survey
- Five diagnostic tests for unobserved cluster effects
- Hausman-type tests for individual and time effects in the panel regression model with incomplete data
- Panel data modeling of bank deposits
- Stigma model of welfare fraud and non‐take‐up: Theory and evidence from OECD panel data
- The asymptotic distribution of the F‐test statistic for individual effects
- Testing for random effects in panel models with spatially correlated disturbances
- Detecting random effects and error correlation in a periodic multiple regression model
- Misspecified heterogeneity in panel data models
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
- Adaptation of honda's one–sided test of random effects to repeated measurements experiments
- A standardized test for the error components model with the two-way layout
- Testing for random individual effects using recursive residuals
- Adjustments of Rao's score test for distributional and local parametric misspecifications
- A moment-based test for individual effects in the error component model with incomplete panels
- Test of neglected heterogeneity in dyadic models
- Can bank-specific variables predict contagion effects?
- LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS
- Determining individual or time effects in panel data models
- Testing for Persistence in the Error Component Model: A One-Sided Approach
- Tests for random time effects and spatial error correlation in panel regression models
- When does Heckman's two-step procedure for censored data work and when does it not?
- Testing panel data regression models with spatial error correlation.
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
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