Narrow search
Showing 1 - 10 of 2,500
Cover Image
Fixed effects testing in high-dimensional linear mixed models
Bradic, Jelena; Claeskens, Gerda; Gueuning, Thomas - 2019
Persistent link: https://www.econbiz.de/10012234699
Cover Image
Robust LM tests for spatial dynamic panel data models
Bera, Anil K.; Doğan, Osman; Taṣpınar, Süleyman; … - In: Regional science & urban economics 76 (2019), pp. 47-66
Persistent link: https://www.econbiz.de/10012267310
Cover Image
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong; Sun, Yixiao - In: Journal of econometrics 177 (2013) 1, pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
Cover Image
A simple, robust test for choosing the level of fixed effects in linear panel data models
Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2683-2701
Persistent link: https://www.econbiz.de/10014329007
Cover Image
A robust test for serial correlation in panel data models
Chen, Bin - In: Econometric reviews 41 (2022) 9, pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
Cover Image
The factors of growth of small family businesses : a robust estimation of the behavioural consistency in panel data models
Benáček, Vladimír; Michalíková, Eva - In: Prague economic papers : a bimonthly journal of … 25 (2016) 1, pp. 85-98
Persistent link: https://www.econbiz.de/10011454238
Cover Image
Small-sample methods for cluster-robust variance estimation and hypothesis testing in fixed effects models
Pustejovsky, James E.; Tipton, Elizabeth - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 672-683
Persistent link: https://www.econbiz.de/10012249231
Cover Image
A simple wavelet-based test for serial correlation in panel data models
Li, Yushu; Andersson, Fredrik N. G. - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2351-2363
Persistent link: https://www.econbiz.de/10012585570
Cover Image
A correction function approach to solve the incidental parameter problem
Li, Guangjie; Leon-Gonzalez, Roberto - 2009
under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …
Persistent link: https://www.econbiz.de/10003817215
Cover Image
On group sequential tests based on robust location and scale estimators in the two-sample problem
Christmann, Andreas - 1998
The behaviour of group sequential tests in the two-sample problem is investigated if one replaces the classical non-robust estimators in the t-test statistic by modern robust estimators of location and scale. Hampel's 3-part redescending M-estimator 25A used in the Princeton study and the robust...
Persistent link: https://www.econbiz.de/10010476515