Monte Carlo results on several new and existing tests for the error component model
type: Item
instance of: scholarly article
title: Monte Carlo results on several new and existing tests for the error component model
zbMATH Open document ID: 0775.62319
DOI: 10.1016/0304-4076(92)90101-V
author: Badi H. Baltagi
author: Young-Jae Chang
author: Qi Li
published in: Journal of Econometrics
publication date: 1993-02-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 110405
MaRDI profile type: Publication
cites work: The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
cites work: Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
cites work: Maximum-likelihood estimation for the mixed analysis of variance model
cites work: Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
cites work: Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
cites work: Testing the Error Components Model with Non-Normal Disturbances
cites work: Q5751784
cites work: Q3747597
cites work: Computing the distribution of quadratic forms in normal variables
cites work: Q3716079
cites work: Q5631939
cites work: Alternative Tests of the Error Components Model
cites work: Small sample considerations in estimation from panel data
description: scientific article; zbMATH DE number 110405