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Vergleich von Schätz- und Testverfahren unter alternativen Spezifikationen linearer Panelmodelle

Wolf, Katja - 2005 - 1. Aufl.

Empirische Analysen mit Paneldaten sind aus der wirtschafts- und sozialwissenschaftlichen Forschung seit Beginn der 80er Jahren nicht mehr wegzudenken. Die Beliebtheit resultiert unter anderem aus der Möglichkeit, mithilfe von Paneldaten unbeobachtete Unterschiede zwischen den...

Persistent link: https://www.econbiz.de/10002913594

Hausman's specification test for panel data : practical tips

Baltagi, Badi H. - In: Essays in honor of Subal Kumbhakar, (pp. 13-24). 2024

Persistent link: https://www.econbiz.de/10014559087

A consistent test for the parametric distribution of regression disturbances

Baltagi, Badi H.; Li, Qi - In: Applying Kernel and nonparametric estimation to …, (pp. 3-24). 2000

Persistent link: https://www.econbiz.de/10001548454

LM tests for functional form and spatial error correlation

Baltagi, Badi H.; Li, Dong - In: International regional science review 24 (2001) 2, pp. 194-225

Persistent link: https://www.econbiz.de/10001601855

Double length artificial regressions for testing spatial dependence

Baltagi, Badi H.; Li, Dong - In: Econometric reviews 20 (2001) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10001582447

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 panel data regression models woth spatial error correlation

Baltagi, Badi H.; Song, Seuck-heun; Koh, Won - In: Journal of econometrics 117 (2003) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10001787606

Testing for linear and log-linear models against box-cox alternatives with spatial lag dependence

Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004

Persistent link: https://www.econbiz.de/10002581366

Testing for Random Effects and Spatial Lag Dependence in Panel Data Models

Baltagi, Badi H.; Liu, Long - 2011

This paper derives a joint Lagrange Multiplier (LM) test which simultaneously tests for the absence of spatial lag dependence and random individual effects in a panel data regression model. It turns out that this LM statistic is the sum of two standard LM statistics. The first one tests for the...

Persistent link: https://www.econbiz.de/10014183452

Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain’s Minimum Chi-Squared Test

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2011

Chamberlain (1982) showed that the fixed effects (FE) specification imposes testable restrictions on the coefficients from regressions of all leads and lags of dependent variables on all leads and lags of independent variables. Angrist and Newey (1991) suggested computing this test statistic as...

Persistent link: https://www.econbiz.de/10014183598