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Testing correlation in error-component models

Jochmans, Koen - 2019 - This version: September 4, 2019

Persistent link: https://www.econbiz.de/10012703301

Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors

Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432

Persistent link: https://www.econbiz.de/10012515607

Estimating linear dynamic panels with recentered moments

Bao, Yong - In: Econometrics : open access journal 12 (2024) 1, pp. 1-48

conditions (with or without a unit root), and error characteristics (homoskedasticity or heteroskedasticity of different forms …

Persistent link: https://www.econbiz.de/10014636394

Time-varying unobserved heterogeneity in earnings shocks

Botosaru, Irene - In: Journal of econometrics 235 (2023) 2, pp. 1378-1393

Persistent link: https://www.econbiz.de/10014471381

A bilinear model for heteroskedastic panel data

Cragg, John G. - 1987

Persistent link: https://www.econbiz.de/10000741512

Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers

Hadri, Kaddour; Guermat, Cherif; Whittaker, J. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 203-222

Persistent link: https://www.econbiz.de/10001724174

Adaptive estimation of heteroskedastic error component models

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58

Persistent link: https://www.econbiz.de/10002655589

Biases in GLS Estimators for Dynamic Panel Data Models Allowing Cross-Sectional Heteroscedasticity

Abdullah, Muhammad - 2017

heteroscedasticity becomes biased and inconsistent. In this study, the analytical expressions for the inconsistency have been derived in …

Persistent link: https://www.econbiz.de/10012967315

A Robust Approach to Heteroskedasticity, Error Serial Correlation and Slope Heterogeneity for Large Linear Panel Data Models with Interactive Effects

Cui, Guowei - 2019

In this paper, we propose a robust approach against heteroskedasticity, error serial correlation and slope … used panel heteroskedasticity and autocorrelation consistent (HAC) variance estimator of the pooled estimator under random …

Persistent link: https://www.econbiz.de/10012898755

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