Testing the distribution of error components in panel data models

DOI10.1016/S0165-1765(02)00111-8MaRDI QIDQ1614812zbMATH OpenFDO

Authors Scott Gilbert

Publication date 9 September 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=1004&context=econ_dp

zbMATH Keywords

error componentkurtosisnormalityskewness

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites work

• Asymptotic Statistics
• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• Robustness of tests for error components models to non-normality
• Semiparametric Estimation of Regression Models for Panel Data
• Useful matrix transformations for panel data analysis: a survey

Cited in

(5)

• Deconvolution from panel data with unknown error distribution
• A lagrange multiplier test for the error components model with incomplete panels
• Testing the Error Components Model with Non-Normal Disturbances
• Tests for skewness and kurtosis in the one-way error component model
• Testing for normality with panel data

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