Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test

DOI10.1016/j.csda.2005.08.003zbMath1445.62312OpenAlexW1970949284MaRDI QIDQ959435

Helmut Herwartz

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.08.003

zbMATH Keywords

wild bootstraprandom effects modelBreusch-Pagan testcontemporaneous error correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (3)

A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility ⋮ Testing for random effects in panel models with spatially correlated disturbances ⋮ Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap

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