Tests for unbalanced error-components models under local misspecification

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dc.creatorSosa-Escudero, Walter
dc.creatorBera, Anil K.
dc.date2017-04-01T20:04:54Z
dc.date.accessioned2026-07-09T05:56:10Z
dc.descriptionThis paper derives unbalanced versions of the test statistics for firstorder serial correlation and random individual effects summarized in Sosa-Escudero and Bera (2001, Stata Technical Bulletin Reprints, vol. 10, pp. 307–311), and updates their xttest1 routine. The derived test statistics should be useful for applied researchers faced with the increasing availability of panel information where not every individual or country is observed for the full time span. The test statistics proposed here are based on ordinary least-squares residuals and hence are computationally very simple.
dc.identifierOther:sg164_1
dc.identifierdoi:10.22004/ag.econ.120929
dc.identifierhttps://ageconsearch.umn.edu/record/120929/files/sjart_sg164_1.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/120929
dc.identifier.urihttp://hdl.handle.net/123456789/570280
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/120929
dc.titleTests for unbalanced error-components models under local misspecification
dc.typeText

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