Narrow search
Showing 1 - 10 of 378
Cover Image
Testing for selectivity bias in panel data models
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000786807
Cover Image
Testing spatial effects and random effects in a nested panel data model
He, Ming; Lin, Kuan-pin - In: Economics letters 135 (2015), pp. 85-91
Persistent link: https://www.econbiz.de/10011434913
Cover Image
A simple new test for slope homogeneity in panel data models with interactive effects
Ando, Tomohiro; Bai, Jushan - In: Economics letters 136 (2015), pp. 112-117
Persistent link: https://www.econbiz.de/10011435963
Cover Image
Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables
He, Ming; Lin, Kuan-pin - In: Econometrics : open access journal 3 (2015) 4, pp. 761-796
We propose a random effects panel data model with both spatially correlated error components and spatially lagged dependent variables. We focus on diagnostic testing procedures and derive Lagrange multiplier (LM) test statistics for a variety of hypotheses within this model. We first construct...
Persistent link: https://www.econbiz.de/10011411712
Cover Image
A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
Cover Image
Panel bootstrap tests of slope homogeneity
Blomquist, Johan; Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1359-1381
Persistent link: https://www.econbiz.de/10011481712
Cover Image
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem - In: Econometric reviews 34 (2015) 6/10, pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451
Cover Image
On the use of panel stationarity tests in convergence analysis : empirical evidence for the EU countries
Próchniak, Mariusz; Witkowski, Bartosz - In: Equilibrium : quarterly journal of economics and … 11 (2016) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10011487831
Cover Image
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Cover Image
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.; Rossi, Francesca - In: Journal of econometrics 189 (2015) 2, pp. 447-456
Persistent link: https://www.econbiz.de/10011504614