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LM tests for the unbalanced nested panel data regression model with serially correlated errors

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Annales d'économie et de statistique (2002), pp. 219-268

Persistent link: https://www.econbiz.de/10001673363

Testing for heteroskedasticity and serial correlation in a random effects panel data model

Baltagi, Badi H.; Jung, Byoung Cheol; Song, Seuck-heun - In: Journal of econometrics 154 (2010) 2, pp. 122-124

Persistent link: https://www.econbiz.de/10003940084

The unbalanced nested error component regression model

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Journal of econometrics 101 (2001) 2, pp. 357-381

Persistent link: https://www.econbiz.de/10001554913

A comparative study of alternative estimators for the unbalanced two-way error component regression model

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung C. - In: The econometrics journal 5 (2002) 2, pp. 480-493

Persistent link: https://www.econbiz.de/10001713324

Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model

Baltagi, Badi H.; Song, Seuck-heun; Jung, Sung Cheol - 2011

This paper considers a panel data regression model with heteroskedastic as well as serially correlated disturbances, and derives a joint LM test for homoskedasticity and no first order serial correlation. The restricted model is the standard random individual error component model. It also...

Persistent link: https://www.econbiz.de/10014183530