A note on the equivalence of specification tests in the two-factor multivariate variance components model
type: Item
instance of: scholarly article
title: A note on the equivalence of specification tests in the two-factor multivariate variance components model
zbMATH Open document ID: 0606.62134
DOI: 10.1016/0304-4076(85)90119-8
author: B. George
published in: Journal of Econometrics
publication date: 1985-01-01T00:00:00Z
review text: This note offers a generalization of \textit{J. A. Hausman} and \textit{W. E. Taylor}'s [Econometrika 49, 1377-1398 (1981; Zbl 0464.90013)] equivalence of specification tests in the single-equation variance (error) components model to the two-factor multivariate variance components case. The relationship between the specification tests and the hypothesis tests in the model proposed by \textit{Y. Mundlak} [ibid. 46, 69-85 (1978; Zbl 0397.62066)] is also discussed.
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 3980337
zbMATH Keywords: GLS estimator
zbMATH Keywords: equivalence of specification tests
zbMATH Keywords: two-factor multivariate variance components case
MaRDI profile type: Publication
full work available at URL: 0304-4076(85)90119-8
OpenAlex ID: W2068421028
cites work: On Seemingly Unrelated Regressions with Error Components
cites work: Specification Tests in Econometrics
cites work: Panel Data and Unobservable Individual Effects
cites work: A mixed model for regressions
cites work: On the Pooling of Time Series and Cross Section Data
cites work: On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
cites work: Tests of specification in econometrics
description: scientific article; zbMATH DE number 3980337