| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
Tests for unbalanced error-components models under local misspecification
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| Autores: |
Sosa-Escudero, Walter
Bera, Anil K.
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| Data: |
2012-02-21
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| Ano: |
2008
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| Palavras-chave: |
Xttest1
Error-components model
Unbalanced panel data
Testing
Misspecification
Research Methods/ Statistical Methods
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| 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.
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| Tipo: |
Article
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| Idioma: |
Inglês
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| Identificador: |
sg164_1
http://purl.umn.edu/120929
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| Relação: |
Stata Journal>Volume 8, Number 1, 1st Quarter 2008
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| Formato: |
11
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