Testing for random individual and time effects using a Gauss-Newton regression

DOI10.1016/0165-1765(95)00754-7zbMath0875.90073OpenAlexW2012611172MaRDI QIDQ1351728

Badi H. Baltagi

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00754-7

zbMATH Keywords

Panel dataRandom effectsError componentsGauss-Newton regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Properties of Honda's test of random individual effects in non-linear regressions

Cites Work

• Unnamed Item
• Estimation of linear models with crossed-error structure
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

This page was built for publication: Testing for random individual and time effects using a Gauss-Newton regression