Simple Lm Tests For The Unbalanced Nested Error Component Regression Model
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DOI: 10.1081/ETC-120014347
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- Badi H. Baltagi & Georges Bresson & Jean‐Michel Etienne, 2015.
"Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(3), pages 509-528, April.
- Badi H. Baltagi & Georges Bresson & Jean-Michae Etienne, 2013. "Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects," Center for Policy Research Working Papers 163, Center for Policy Research, Maxwell School, Syracuse University.
- Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
- Jhun, Myoungshic & Song, Seuck Heun & Jung, Byoung Cheol, 2003. "BLUP in the nested panel regression model with serially correlated errors," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 77-88, October.
- Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
- Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2014.
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- Badi H. Baltagi & Bernard Fingleton & Alain Pirotte, 2013. "Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices," Center for Policy Research Working Papers 161, Center for Policy Research, Maxwell School, Syracuse University.
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- Alejo, Javier & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2018. "Testing for serial correlation in hierarchical linear models," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 101-116.
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Keywords
Panel data; Nested error component; Unbalanced data; LM tests;All these keywords.
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