Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model
Year of publication: |
2008-12
|
---|---|
Authors: | Baltagi, Badi H. ; Jung, Byoung Cheol ; Song, Seuck Heun |
Institutions: | Center for Policy Research, Maxwell School |
Subject: | Panel data | heteroskedasticity | serial correlation | Lagrange Multiplier tests | likelihood ratio | random effects |
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