A Joint Test for Conditional Heteroscedasticity in Dynamic Panel Data Models

DOI10.1080/03610921003606301zbMath1220.62069OpenAlexW2130843040MaRDI QIDQ3006273

Jian-hong Wu

Publication date: 10 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003606301

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• A joint serial correlation test for linear panel data models
• Analysis of Panel Data
• The Estimation of Economic Relationships using Instrumental Variables
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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