Testing the distribution of error components in panel data models
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References listed on IDEAS
- Joel L. Horowitz & Marianthi Markatou, 1996. "Semiparametric Estimation of Regression Models for Panel Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 63(1), pages 145-168.
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Cited by:
- Harald Badinger & Peter Egger, 2015.
"Fixed Effects and Random Effects Estimation of Higher-order Spatial Autoregressive Models with Spatial Autoregressive and Heteroscedastic Disturbances,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 10(1), pages 11-35, March.
- Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," CESifo Working Paper Series 4847, CESifo.
- Harald Badinger & Peter Egger, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Papers wuwp173, Vienna University of Economics and Business, Department of Economics.
- Badinger, Harald & Egger, Peter, 2014. "Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances," Department of Economics Working Paper Series 173, WU Vienna University of Economics and Business.
- Harald Badinger & Peter Egger, 2009. "Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models," CESifo Working Paper Series 2556, CESifo.
- Harald Badinger & Peter Egger, 2011. "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(2), pages 269-310, October.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015.
"Tests for normality in linear panel-data models,"
Stata Journal, StataCorp LP, vol. 15(3), pages 822-832, September.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015. "Tests for Normality in Linear Panel Data Models," CEDLAS, Working Papers 0178, CEDLAS, Universidad Nacional de La Plata.
- Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang, 2013. "Tests for skewness and kurtosis in the one-way error component model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 35-52.
- Harald Badinger & Peter Egger, 2013. "Estimation and testing of higher-order spatial autoregressive panel data error component models," Journal of Geographical Systems, Springer, vol. 15(4), pages 453-489, October.
- Øivind A. Nilsen & Arvid Raknerud & Terje Skjerpen, 2017. "Estimation of a model for matched panel data with high-dimensional two-way unobserved heterogeneity," Empirical Economics, Springer, vol. 53(4), pages 1657-1680, December.
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