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Tests for the Error Component Model in the Presence of Local Misspecification

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Cited by:

  1. Walter Sosa Escudero & Anil K. Bera, 2008. "Tests for Unbalanced Error Component Models Under Local Misspecication," CEDLAS, Working Papers 0065, CEDLAS, Universidad Nacional de La Plata.
  2. Walter Sosa-Escudero & Mariana Marchionni & Omar Arias, 2011. "Sources of Income Persistence: Evidence from Rural El Salvador," Journal of Income Distribution, Ad libros publications inc., vol. 20(1), pages 3-28, March.
  3. Abramov, Alexander E. (Абрамов, Александр) & Aksenov, Ivan V. (Аксенов, Иван) & Radygin, Alexander D. (Радыгин, Александр) & Chernova, Maria I. (Чернова, Мария), 2018. "Modern Approaches to Measuring the State Sector: Methodology and Empirics [Современные Подходы К Измерению Государственного Сектора: Методология И Эмпирика]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 28-47, April.
  4. Wu, Jianhong & Zhu, Lixing, 2011. "Testing for serial correlation and random effects in a two-way error component regression model," Economic Modelling, Elsevier, vol. 28(6), pages 2377-2386.
  5. Ming He & Kuan-Pin Lin, 2015. "Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables," Econometrics, MDPI, vol. 3(4), pages 1-36, November.
  6. Okui, Ryo, 2009. "Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2897-2909.
  7. Giovanni Millo & Gaetano Carmeci, 2011. "Non-life insurance consumption in Italy: a sub-regional panel data analysis," Journal of Geographical Systems, Springer, vol. 13(3), pages 273-298, September.
  8. Yushu Li & Fredrik N. G. Andersson, 2021. "A simple wavelet-based test for serial correlation in panel data models," Empirical Economics, Springer, vol. 60(5), pages 2351-2363, May.
  9. Dhehibi, Boubaker & Gil, Jose Maria & Angulo, Ana Maria, 2003. "Nutrient Effects On Consumer Demand: A Panel Data Approach," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25881, International Association of Agricultural Economists.
  10. Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014. "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
  11. Yang, Zhenlin, 2010. "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 299-310, September.
  12. Martí Ballester, Carmen Pilar, 2013. "Determinants of equity pension plan flows," Economics Discussion Papers 2013-15, Kiel Institute for the World Economy (IfW Kiel).
  13. Badi H. Baltagi & Dong Li, 2001. "LM Tests for Functional Form and Spatial Error Correlation," International Regional Science Review, , vol. 24(2), pages 194-225, April.
  14. Apata, T.G. & Olajorin, V., 2013. "Persistence of Small Farms and Associated Poverty Levels in Nigeria: Case for Commercialization of Small Farms," 2013 Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 160425, African Association of Agricultural Economists (AAAE).
  15. Salem Hathroubi & Chaker Aloui & Hela Ben Hamida, 2024. "Economic Diversification, Oil Revenue and Energy Transition in Oil Dependent Countries: A Wavelet Decomposition and Panel Data Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 447-456, September.
  16. Walter Sosa-Escudero & Anil K. Bera, 2008. "Tests for unbalanced error-components models under local misspecification," Stata Journal, StataCorp LP, vol. 8(1), pages 68-78, February.
  17. Chen, Jing & Yue, Rongxian & Wu, Jianhong, 2020. "Testing for individual and time effects in the two-way error component model with time-invariant regressors," Economic Modelling, Elsevier, vol. 92(C), pages 216-229.
  18. Pablo Daniel Monterubbianesi & Martín Grandes & Carlos Dabús, 2017. "New Evidence of the Health Status and Economic Growth Relationship," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 64(4), pages 439-459, September.
  19. Anil K. Bera & Osman Doğan & Süleyman Taşpınar & Monalisa Sen, 2020. "Specification tests for spatial panel data models," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-39, December.
  20. Carmen Pilar Martí Ballester, 2014. "Determinants of equity pension plan flows," Estudios de Economia, University of Chile, Department of Economics, vol. 41(1 Year 20), pages 125-148, June.
  21. 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.
  22. Walter Sosa Escudero, 2007. "Testing for Persistence in the Error Component Model:A One-Sided Approach," Working Papers 94, Universidad de San Andres, Departamento de Economia, revised Feb 2007.
  23. Juraj Hruška, 2016. "Aggressive and Defensive High-Frequency Trading and its Impact on Liquidity of German Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 64(6), pages 1911-1918.
  24. 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.
  25. Walter Sosa Escudero & Federico Zincenko, 2008. "Tests for Dynamic Effects in Linear Panel Data Models," Working Papers 95, Universidad de San Andres, Departamento de Economia, revised Feb 2008.
  26. Kleiber Christian & Zeileis Achim, 2010. "The Grunfeld Data at 50," German Economic Review, De Gruyter, vol. 11(4), pages 404-417, December.
  27. Klishchuk Bogdan & Zelenyuk Valentin, 2012. "Impact of Services LIberalization on Firm Level Productivity in Eastern Europe and Central Asia," EERC Working Paper Series 12/03e, EERC Research Network, Russia and CIS.
  28. 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.
  29. Jørgen Bølstad & Christoph Elhardt, 2015. "To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone," European Union Politics, , vol. 16(3), pages 325-346, September.
  30. Qadir, Saeed & Dosmagambet, Yergali, 2020. "CAREC energy corridor: Opportunities, challenges, and IMPACT of regional energy trade integration on carbon emissions and energy access," Energy Policy, Elsevier, vol. 147(C).
  31. repec:jss:jstsof:27:i02 is not listed on IDEAS
  32. Rafael Myro & Patricio Perez & Alberto Colino, 2008. "Economic growth in a world of ideas: the US and the leading European countries," Applied Economics, Taylor & Francis Journals, vol. 40(22), pages 2901-2909.
  33. Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2009. "Testing under local misspecification and artificial regressions," Economics Letters, Elsevier, vol. 104(2), pages 66-68, August.
  34. Wu, Jianhong, 2016. "Robust random effects tests for two-way error component models with panel data," Economic Modelling, Elsevier, vol. 59(C), pages 1-8.
  35. 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.
  36. Croissant, Yves & Millo, Giovanni, 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i02).
  37. Wu, Jianhong & Li, Guodong, 2014. "Moment-based tests for individual and time effects in panel data models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 569-581.
  38. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
  39. Li, Haiqi & Fan, Rui & Park, Sung Y., 2018. "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, vol. 171(C), pages 149-153.
  40. repec:bla:germec:v:11:y:2010:i::p:404-417 is not listed on IDEAS
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