Joint LM test for homoskedasticity in a one-way error component model (Q278186)
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scientific article; zbMATH DE number 6575912
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint LM test for homoskedasticity in a one-way error component model |
scientific article; zbMATH DE number 6575912 |
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Joint LM test for homoskedasticity in a one-way error component model (English)
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2 May 2016
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panel data
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heteroskedasticity
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Lagrange multiplier tests
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error components
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Monte Carlo simulations
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0.90301204
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0.89816785
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0.8796302
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0.8730077
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0.8639006
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0.8634106
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0.8596493
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