Data/hora: 10/06/2024 03:52:23

Provedor de dados: | Research in Agricultural & Applied Economics (AgEcon Searh)
País: | United States
Título: | Tests for unbalanced error-components models under local misspecification
Autores: | Sosa-Escudero,   Walter; Bera,   Anil K.
Data: | 2012-02-21
Ano: | 2008
Palavras-chave: | Xttest1; Error-components model; Unbalanced panel data; Testing; Misspecification; Research Methods/ Statistical Methods.
Resumo: | This paper derives unbalanced versions of the test statistics for firstorder serial correlation and random individual effects summarized in Sosa-Escudero and Bera (2001, Stata Technical Bulletin Reprints, vol. 10, pp. 307–311), and updates their xttest1 routine. The derived test statistics should be useful for applied researchers faced with the increasing availability of panel information where not every individual or country is observed for the full time span. The test statistics proposed here are based on ordinary least-squares residuals and hence are computationally very simple.
Tipo: | Article
Idioma: | Inglês

Identificador:

sg164_1

http://purl.umn.edu/120929

Relação: | Stata Journal&gt;Volume 8, Number 1, 1st Quarter 2008
Formato: | 11