A Full Heteroscedastic One-Way Error Components Model for Incomplete Panel : Maximum Likelihood Estimation and Lagrange Multiplier Testing
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- Platoni, Silvia & Barbieri, Laura & Moro, Daniele & Sckokai, Paolo, 2020. "Heteroscedastic stratified two-way EC models of single equations and SUR systems," Econometrics and Statistics, Elsevier, vol. 15(C), pages 46-66.
- Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2006.
"Joint LM test for homoskedasticity in a one-way error component model,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 401-417, October.
- Baltagi B-H. & Bresson G. & Pirotte A., 2004. "Joint LM test for homoskedasticity in a one-way error component model," Working Papers ERMES 0408, ERMES, University Paris 2.
- Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2005. "Joint LM Test for Homoskedasticity in a One-Way error Component Model," Center for Policy Research Working Papers 72, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H. & Jung, Byoung Cheol & Song, Seuck Heun, 2010.
"Testing for heteroskedasticity and serial correlation in a random effects panel data model,"
Journal of Econometrics, Elsevier, vol. 154(2), pages 122-124, February.
- Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008. "Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 111, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H. & Song, Seuck Heun & Kwon, Jae Hyeok, 2009.
"Testing for heteroskedasticity and spatial correlation in a random effects panel data model,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2897-2922, June.
- Badi H. Baltagi & Seuck Heun Song & Jae Hyeok Kwon, 2008. "Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 108, Center for Policy Research, Maxwell School, Syracuse University.
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Keywords
Error Components Models; Heteroscedasticity; Unbalanced Panel Data; Maximum Likelihood Estimation; Lagrange Multiplier Testing;All these keywords.
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