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

DOI10.3934/era.2022232OpenAlexW4312967487MaRDI QIDQ2699111

Hanzhong Liu, Ke Liu

Publication date: 26 April 2023

Published in: Electronic Research Archive (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/era.2022232

zbMATH Keywords

panel datatime-invariantunbalancedmoment-based methodindividual and time effects

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• A moment-based test for individual effects in the error component model with incomplete panels
• Estimation with unbalanced panel data having covariate measurement error
• Monte Carlo results on several new and existing tests for the error component model
• Hausman-type tests for individual and time effects in the panel regression model with incomplete data
• Moment-based tests for individual and time effects in panel data models
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models
• Testing the Error Components Model with Non-Normal Disturbances
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Specification Tests in Econometrics
• Estimation of time-invariant effects in static panel data models
• Tests for the error component model in the presence of local misspecification

This page was built for publication: Testing for individual and time effects in unbalanced panel data models with time-invariant regressors