Tests for unbalanced error component models under local misspecification
This paper derives unbalanced versions of the tests statistics for first order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived tests statistics should be useful for applied researchers faced with the increasi...
Guardado en:
| Autores principales: | Sosa Escudero, Walter, Bera, Anil K. |
|---|---|
| Formato: | Articulo Documento de trabajo |
| Lenguaje: | Inglés |
| Publicado: |
2008
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/3624 http://cedlas.econo.unlp.edu.ar/download.php?file=archivos_upload/doc_cedlas65.pdf |
| Aporte de: |
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