Testing the distribution of error components in panel data models
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Blanchard, Pierre & Matyas, Laszlo, 1996.
"Robustness of tests for error components models to non-normality,"
Economics Letters, Elsevier, vol. 51(2), pages 161-167, May.
- Blanchard, P. & Matyas, L., 1994. "Robustness of Tests for Error Component Models to Nonnormality," Monash Econometrics and Business Statistics Working Papers 3/94, Monash University, Department of Econometrics and Business Statistics.
- 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.
- Biddle, Jeff E & Hamermesh, Daniel S, 1990.
"Sleep and the Allocation of Time,"
Journal of Political Economy, University of Chicago Press, vol. 98(5), pages 922-943, October.
- Jeff E. Biddle & Daniel S. Hamermesh, 1989. "Sleep and the Allocation of Time," NBER Working Papers 2988, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- 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.
- 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.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:hal:wpspec:info:hdl:2441/8651 is not listed on IDEAS
- Billari, Francesco C. & Giuntella, Osea & Stella, Luca, 2018.
"Broadband internet, digital temptations, and sleep,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 58-76.
- Billari, Francesco C. & Giuntella, Osea & Stella, Luca, 2017. "Broadband Internet, Digital Temptations, and Sleep," IZA Discussion Papers 11050, Institute of Labor Economics (IZA).
- Osea Giuntella, 2017. "Broadband Internet, Digital Temptations, and Sleep," Working Paper 6266, Department of Economics, University of Pittsburgh.
- Francesco Billari & Osea Giuntella & Luca Stella, 2017. "Broadband Internet, Digital Temptations, and Sleep," Working Papers 108, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
- Francesco C. Billari & Osea Giuntella & Luca Stella, 2017. "Broadband Internet, Digital Temptations, and Sleep," SOEPpapers on Multidisciplinary Panel Data Research 934, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Michael Burda & Daniel Hamermesh & Philippe Weil, 2013.
"Total work and gender: facts and possible explanations,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(1), pages 239-261, January.
- Michael C Burda & Daniel S Hamermesh & Philippe Weil, 2012. "Total work and gender: facts and possible explanations," Working Papers hal-01070284, HAL.
- Burda, Michael & Hamermesh, Daniel S. & Weil, Philippe, 2012. "Total work and gender: Facts and possible explanations," SFB 649 Discussion Papers 2012-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Michael Burda & Hamermesh Daniel & Weil Philippe, 2012. "Total work and gender facts and possible explanations," Documents de Travail de l'OFCE 2012-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Michael C Burda & Daniel S Hamermesh & Philippe Weil, 2012. "Total work and gender: facts and possible explanations," SciencePo Working papers Main hal-01070284, HAL.
- 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.
- Huang, Bai & Lee, Tae-Hwy & Ullah, Aman, 2020.
"Combined estimation of semiparametric panel data models,"
Econometrics and Statistics, Elsevier, vol. 15(C), pages 30-45.
- Tae-Hwy Lee & Bai Huang & Aman Ullah, 2018. "Combined Estimation of Semiparametric Panel Data Models," Working Papers 201915, University of California at Riverside, Department of Economics.
- Alvarez, Javier & Arellano, Manuel, 2022.
"Robust likelihood estimation of dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
- Javier Álvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
- R.Ramya, 2019. "Care Work and Time Use: A Focus on Child Care, Personal Care and Elderly Care Time," Shanlax International Journal of Economics, Shanlax Journals, vol. 7(2), pages 34-41, March.
- Christian Pfeifer, 2015.
"UnfairWage Perceptions and Sleep: Evidence from German Survey Data,"
Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 135(4), pages 413-428.
- Christian Pfeifer, 2015. "Unfair Wage Perceptions and Sleep: Evidence from German Survey Data," SOEPpapers on Multidisciplinary Panel Data Research 789, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Christian Pfeifer, 2015. "Unfair Wage Perceptions and Sleep: Evidence from German Survey Data," Working Paper Series in Economics 345, University of Lüneburg, Institute of Economics.
- Pfeifer, Christian, 2015. "Unfair Wage Perceptions and Sleep: Evidence from German Survey Data," IZA Discussion Papers 9317, Institute of Labor Economics (IZA).
- Naomi Friedman-Sokuler & Claudia Senik, 2022.
"Time-Use and Subjective Well-Being: Is there a Preference for Activity Diversity?,"
PSE Working Papers
halshs-03828272, HAL.
- Naomi Friedman-Sokuler & Claudia Senik, 2022. "Time-Use and Subjective Well-Being: Is there a Preference for Activity Diversity?," Working Papers halshs-03828272, HAL.
- Carrasco, Marine & Florens, Jean-Pierre, 2011.
"A Spectral Method For Deconvolving A Density,"
Econometric Theory, Cambridge University Press, vol. 27(3), pages 546-581, June.
- Carrasco, Marine & Florens, Jean-Pierre, 2002. "Spectral Method for Deconvolving a Density," IDEI Working Papers 138, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2009.
- Jara-Díaz, Sergio & Rosales-Salas, Jorge, 2017. "Beyond transport time: A review of time use modeling," Transportation Research Part A: Policy and Practice, Elsevier, vol. 97(C), pages 209-230.
- Joelle Abramowitz, 2016. "The connection between working hours and body mass index in the U.S.: a time use analysis," Review of Economics of the Household, Springer, vol. 14(1), pages 131-154, March.
- Andrew E. Clark & Elena Stancanelli, 2016.
"Individual Well-Being and the Allocation of Time Before and After the Boston Marathon Terrorist Bombing,"
PSE Working Papers
hal-01302843, HAL.
- Andrew E. Clark & Elena Stancanelli, 2016. "Individual Well-Being and the Allocation of Time Before and After the Boston Marathon Terrorist Bombing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302843, HAL.
- Clark, Andrew E. & Stancanelli, Elena G. F., 2016. "Individual Well-Being and the Allocation of Time Before and After the Boston Marathon Terrorist Bombing," IZA Discussion Papers 9882, Institute of Labor Economics (IZA).
- Andrew E. Clark & Elena Stancanelli, 2016. "Individual Well-Being and the Allocation of Time Before and After the Boston Marathon Terrorist Bombing," Working Papers hal-01302843, HAL.
- Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003.
"Semiparametric-efficient estimation of AR(1) panel data models,"
Journal of Econometrics, Elsevier, vol. 117(2), pages 279-309, December.
- Byeong Park & Robin C. Sickles & Leopold Simar, 2000. "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Econometric Society World Congress 2000 Contributed Papers 1510, Econometric Society.
- Park, B.U. & Sickles, R.C. & Simar, L., 2000. "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Papers 0020, Catholique de Louvain - Institut de statistique.
- Daniel S. Hamermesh, 1999. "The Art of Labormetrics," NBER Working Papers 6927, National Bureau of Economic Research, Inc.
- repec:spo:wpmain:info:hdl:2441/8642 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/8651 is not listed on IDEAS
- Gimenez-Nadal, J. Ignacio & Molina, Jose Alberto, 2015.
"Health status and the allocation of time: Cross-country evidence from Europe,"
Economic Modelling, Elsevier, vol. 46(C), pages 188-203.
- Gimenez-Nadal, José Ignacio & Molina, José Alberto, 2014. "Health Status and the Allocation of Time: Cross-Country Evidence from Europe," IZA Discussion Papers 8634, Institute of Labor Economics (IZA).
- Mark Aguiar & Erik Hurst, 2007.
"Measuring Trends in Leisure: The Allocation of Time Over Five Decades,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 122(3), pages 969-1006.
- Mark Aguiar & Erik Hurst, 2006. "Measuring trends in leisure: the allocation of time over five decades," Working Papers 06-2, Federal Reserve Bank of Boston.
- Mark Aguiar & Erik Hurst, 2006. "Measuring Trends in Leisure: The Allocation of Time Over Five Decades," NBER Working Papers 12082, National Bureau of Economic Research, Inc.
- Manuel Arellano & Stéphane Bonhomme, 2012.
"Identifying Distributional Characteristics in Random Coefficients Panel Data Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 987-1020.
- Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," Working Papers wp2009_0904, CEMFI.
- Reinstein, David, 2006. "Does One Contribution Come at the Expense of Another? Empirical Evidence on Substitution Between Charitable Donations," Economics Discussion Papers 2938, University of Essex, Department of Economics.
- Daniel Kuehnle & Christoph Wunder, 2016.
"Using the Life Satisfaction Approach to Value Daylight Savings Time Transitions: Evidence from Britain and Germany,"
Journal of Happiness Studies, Springer, vol. 17(6), pages 2293-2323, December.
- Daniel Kuehnle & Christoph Wunder, 2014. "Using the life satisfaction approach to value daylight savings time transitions. Evidence from Britain and Germany," Working Papers 156, Bavarian Graduate Program in Economics (BGPE).
- Daniel Kuehnle & Christoph Wunder, 2015. "Using the Life Satisfaction Approach to Value Daylight Savings Time Transitions: Evidence from Britain and Germany," SOEPpapers on Multidisciplinary Panel Data Research 744, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Daniel S. Hamermesh, 2005. "Why Not Retire? The Time and Timing Costs of Market Work," Working Papers wp104, University of Michigan, Michigan Retirement Research Center.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:77:y:2002:i:1:p:47-53. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.