On the testing of correlated effects with panel data

DOI10.1016/0304-4076(93)90040-CzbMath0800.62804OpenAlexW2046834055MaRDI QIDQ689433

Manuel Arellano

Publication date: 20 December 1993

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

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90040-c

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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Cites Work

• Another look at the instrumental variable estimation of error-components models
• Multivariate regression models for panel data
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data