A joint test for serial correlation and random individual effects
暂无分享,去创建一个
Badi H. Baltagi | Qi Li | Qi Li | B. Baltagi
[1] Tom Wansbeek,et al. A simple way to obtain the spectral decomposition of variance components models for balanced data , 1982 .
[2] T. Wansbeek,et al. A Note on Spectral Decomposition and Maximum Likelihood Estimation in ANOVA Models with Balanced Data , 1983 .
[3] T. Breurch,et al. A simple test for heteroscedasticity and random coefficient variation (econometrica vol 47 , 1979 .
[4] J. Hausman. Specification tests in econometrics , 1978 .
[5] Alok Bhargava,et al. Serial Correlation and the Fixed Effects Model , 1982 .
[6] Marc Nerlove,et al. Pooling Cross-section and Time-series Data in the Estimation of a Dynamic Model , 1966 .
[7] T. Breusch. TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS , 1978 .
[8] Badi H. Baltagi,et al. A transformation that will circumvent the problem of autocorrelation in an error-component model , 1991 .
[9] Adrian Pagan,et al. The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics , 1980 .
[10] Robert J. Willis,et al. Dynamic Aspects of Earning Mobility , 1978 .
[11] R. Engle. Wald, likelihood ratio, and Lagrange multiplier tests in econometrics , 1984 .
[12] Leslie Godfrey. Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches , 1988 .
[13] L. Godfrey. TESTING AGAINST GENERAL AUTOREGRESSIVE AND MOVING AVERAGE ERROR MODELS WHEN THE REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES , 1978 .