Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test

DOI10.1016/j.spl.2009.03.012zbMath1359.62511OpenAlexW3125114761MaRDI QIDQ1021777

Alain Pirotte, Georges Bresson, Badi H. Baltagi

Publication date: 9 June 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://surface.syr.edu/cgi/viewcontent.cgi?article=1050&context=cpr

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (1)

Robust linear static panel data models using \(\varepsilon\)-contamination

Cites Work

• Multivariate regression models for panel data
• On testing overidentifying restrictions in dynamic panel data models
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• Useful matrix transformations for panel data analysis: a survey

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