A note on the equivalence of specification tests in the two-factor multivariate variance components model

DOI10.1016/0304-4076(85)90119-8zbMath0606.62134OpenAlexW2068421028MaRDI QIDQ1084827

B. George

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90119-8

zbMATH Keywords

equivalence of specification testsGLS estimatortwo-factor multivariate variance components case

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data ⋮ The two-way Hausman and Taylor estimator ⋮ The two-way Mundlak estimator

Cites Work

• On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
• Tests of specification in econometrics
• On Seemingly Unrelated Regressions with Error Components
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• A mixed model for regressions

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