Hausman-type tests for individual and time effects in the panel regression model with incomplete data

DOI10.1016/j.jkss.2018.04.002zbMath1395.62352OpenAlexW2802320689MaRDI QIDQ1657866

Y. Aharonov

Publication date: 14 August 2018

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2018.04.002

zbMATH Keywords

random effectsmoment estimationHausman-type testsincomplete panelserror component models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Testing for individual and time effects in unbalanced panel data models with time-invariant regressors

Uses Software

• Stata
• xttest1

Cites Work

• Pooling cross sections with unequal time-series lengths
• Inference on factor structures in heterogeneous panels
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• Testing for no factor structures: on the use of Hausman-type statistics
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• Monte Carlo results on several new and existing tests for the error component model
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• Statistical inference for the unbalanced two-way error component regression model with errors-in-variables
• Moment-based tests for individual and time effects in panel data models
• Testing for random effects and serial correlation in spatial autoregressive models
• A lagrange multiplier test for the error components model with incomplete panels
• Testing the Error Components Model with Non-Normal Disturbances
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• Specification Tests in Econometrics
• Locally optimal one-sided tests for multiparameter hypotheses
• A comparative study of alternative estimators for the unbalanced two‐way error component regression model
• Alternative Tests of the Error Components Model
• Tests for the error component model in the presence of local misspecification
• Estimation of the error-components model with incomplete panels

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