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Tests for the error component model in the presence of local misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - In: Journal of econometrics 101 (2001) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001545101
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Robust tests for heteroskedasticity in the one-way error components model
Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: Journal of econometrics 160 (2011) 2, pp. 300-310
Persistent link: https://www.econbiz.de/10009242254
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Testing for heteroskedasticity in fixed effects models
Juhl, Ted; Sosa Escudero, Walter - In: Journal of econometrics 178 (2014) 1, pp. 484-494
Persistent link: https://www.econbiz.de/10010256920