Testing for Autocorrelation in Dynamic Random Effects Models (Q3470026)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Autocorrelation in Dynamic Random Effects Models |
scientific article |
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Testing for Autocorrelation in Dynamic Random Effects Models (English)
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1990
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tests of covariance restrictions
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estimating by three-stage least squares a dynamic random effects model from panel data
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non-normality
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minimum chi-square tests
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generalised linear regression
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sample autocovariances
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dummy variables
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Asymptotic efficiency
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GLS estimator
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0.91145813
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0.90904826
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0.90181875
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0.89825803
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