IDEAS home Printed from https://ideas.repec.org/a/eee/ecolet/v77y2002i1p47-53.html
   My bibliography  Save this article

Testing the distribution of error components in panel data models

Author

Listed:
  • Gilbert, Scott

Abstract

No abstract is available for this item.

Suggested Citation

  • Gilbert, Scott, 2002. "Testing the distribution of error components in panel data models," Economics Letters, Elsevier, vol. 77(1), pages 47-53, September.
  • Handle: RePEc:eee:ecolet:v:77:y:2002:i:1:p:47-53
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0165-1765(02)00111-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Harald Badinger & Peter Egger, 2009. "Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models," CESifo Working Paper Series 2556, CESifo.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    1. Valerie A. Ramey & Neville Francis, 2009. "A Century of Work and Leisure," American Economic Journal: Macroeconomics, American Economic Association, vol. 1(2), pages 189-224, July.
    2. repec:hal:wpspec:info:hdl:2441/8651 is not listed on IDEAS
    3. 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.
    4. repec:hal:wpspec:info:hdl:2441/8642 is not listed on IDEAS
    5. 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.
    6. 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.
    7. 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.
    8. Alvarez, Javier & Arellano, Manuel, 2022. "Robust likelihood estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
    9. 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.
    10. Koulovatianos, Christos & Schröder, Carsten & Schmidt, Ulrich, 2005. "Non-market time and household well-being," Discussion Papers 2005/11, Free University Berlin, School of Business & Economics.
    11. Kassas, Bachir & Palma, Marco A. & Anderson, David P., 2017. "Fine-Tuning Willingness-To-Pay Estimates in Second Price Auctions," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258466, Agricultural and Applied Economics Association.
    12. Kuroda, Sachiko, 2010. "Do Japanese Work Shorter Hours than before? Measuring trends in market work and leisure using 1976-2006 Japanese time-use survey," Journal of the Japanese and International Economies, Elsevier, vol. 24(4), pages 481-502, December.
    13. 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.
    14. 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.
    15. 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.
    16. Joshua Graff Zivin & Matthew Neidell, 2014. "Temperature and the Allocation of Time: Implications for Climate Change," Journal of Labor Economics, University of Chicago Press, vol. 32(1), pages 1-26.
    17. 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.
    18. Wu, Ximing & Perloff, Jeffrey M., 2007. "Information-Theoretic Deconvolution Approximation of Treatment Effect Distribution," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6bm6n30x, Department of Agricultural & Resource Economics, UC Berkeley.
    19. L. Hospido, 2012. "Modelling heterogeneity and dynamics in the volatility of individual wages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 386-414, April.
    20. 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.
    21. Gustafsson, Johan & Holmberg, Johan, 2022. "Permanent and transitory earnings dynamics and lifetime income inequality in Sweden," Umeå Economic Studies 1005, Umeå University, Department of Economics.
    22. 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.

    More about this item

    Statistics

    Access and download statistics

    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.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.