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A heteroskedasticity-robust F-test statistic for individual effects
Orme, Chris D.; Yamagata, Takashi - 2011
Persistent link: https://www.econbiz.de/10009373418
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A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
Halunga, Andreea; Orme, Chris D.; Yamagata, Takashi - 2011
Persistent link: https://www.econbiz.de/10009373435
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A heteroskedasticity-robust f-test statistic for individual effects
Orme, Chris D.; Yamagata, Takashi - In: Econometric reviews 33 (2014) 5/6, pp. 431-471
Persistent link: https://www.econbiz.de/10010360815
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A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G.; Orme, Chris D.; Yamagata, Takashi - In: Journal of econometrics 198 (2017) 2, pp. 209-230
Persistent link: https://www.econbiz.de/10011818781
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The robustness, reliability and power of heteroskedasticity tests
Godfrey, Les G.; Orme, Chris D. - In: Econometric reviews 18 (1999) 2, pp. 169-194
Persistent link: https://www.econbiz.de/10001371095