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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

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

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

The asymptotic distribution of the F-test statistics fro individual effects

Orme, Chris D.; Yamagata, Takashi - In: The econometrics journal 9 (2006) 3, pp. 404-422

Persistent link: https://www.econbiz.de/10003390160

A joint serial correlation test for linear panel data models

Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-145

Persistent link: https://www.econbiz.de/10003778232

Testing slope homogeneity in large panels

Pesaran, M. Hashem (contributor); … - 2005

This paper proposes a modified version of Swamy’s test of slope homogeneity for panel data models where the cross section dimension (N) could be large relative to the time series dimension (T). The proposed test exploits the cross section dispersion of individual slopes weighted by their...

Persistent link: https://www.econbiz.de/10002756331