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Spurious regression and residual-based tests for cointegration in panel data

Kao, Chihwa - In: Journal of econometrics 90 (1999) 1, pp. 1-44

Persistent link: https://www.econbiz.de/10001353772

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

Top management team incentive dispersion and managerial efficiency

Xu, Hongkang; Kalelkar, Rachana; Liu, Long - In: Australian accounting review : AAR 34 (2024) 2, pp. 156-177

Persistent link: https://www.econbiz.de/10015144422

Prediction in the random effects model with MA(q) remainder disturbances

Baltagi, Badi H.; Liu, Long - In: Journal of forecasting 32 (2013) 4, pp. 333-338

Persistent link: https://www.econbiz.de/10009775501

Spatial lag test with equal weights

Baltagi, Badi H.; Liu, Long - In: Economics letters 104 (2009) 2, pp. 81-82

Persistent link: https://www.econbiz.de/10003870169

Testing for spatial correlation under a complete bipartite network

Baltagi, Badi H.; Liu, Long - In: Economics letters 241 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015078585

A residual-based test of the null of cointegration in panel data

McCoskey, Suzanne - In: Econometric reviews 17 (1998) 1, pp. 57-84

Persistent link: https://www.econbiz.de/10001237558

A CUSUM test in the linear regression model with serially correlated disturbances

Kao, Chihwa - In: Econometric reviews 14 (1995) 3, pp. 331-346

Persistent link: https://www.econbiz.de/10001185179

Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach

Kao, Chihwa - In: The journal of business : B 67 (1994) 1, pp. 45-68

Persistent link: https://www.econbiz.de/10001157487

The adjustment of dividends to permanent earnings

Kao, Chihwa - In: Southern economic journal 58 (1992) 4, pp. 1058-1071

Persistent link: https://www.econbiz.de/10001124591

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