Similar Search Results

Testing for serial correlation, spatial autocorrelation and random effects using panel data

Baltagi, Badi H.; Heun Song, Seuck; Cheol Jung, Byoung; … - In: Journal of Econometrics 140 (2007) 1, pp. 5-51

Persistent link: https://www.econbiz.de/10005122852

Testing for serial correlation, spatial autocorrelation and random effects using panel data

Baltagi, Badi H.; Heun Song, Seuck; Cheol Jung, Byoung; … - In: Journal of econometrics 140 (2007) 1, pp. 5-51

Persistent link: https://www.econbiz.de/10007760075

Simple LM tests for the unbalanced nested error component regression model

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Econometric reviews 21 (2002) 2, pp. 167-187

Persistent link: https://www.econbiz.de/10001704762

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 for serial correlation, spatial autocorrelation and random effects using panel data

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol; … - In: Journal of econometrics 140 (2007) 1, pp. 5-51

Persistent link: https://www.econbiz.de/10003559936

Testing for heteroskedasticity and serial correlation in a random effects panel data model

Baltagi, Badi H.; Jung, Byoung Cheol; Song, Seuck-heun - In: Journal of econometrics 154 (2010) 2, pp. 122-124

Persistent link: https://www.econbiz.de/10003940084

The unbalanced nested error component regression model

H. Baltagi, Badi; Heun Song, Seuck; Cheol Jung, Byoung - In: Journal of Econometrics 101 (2001) 2, pp. 357-381

Persistent link: https://www.econbiz.de/10005192755

The unbalanced nested error component regression model

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Journal of econometrics 101 (2001) 2, pp. 357-381

Persistent link: https://www.econbiz.de/10001554913

A new random permutation test in ANOVA models

Jung, Byoung Cheol; Jhun, Myoungshic; Song, Seuck-heun - In: Statistical papers 48 (2007) 1, pp. 47-62

Persistent link: https://www.econbiz.de/10003365352

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'Economie et de Statistique (2002) 65, pp. 219-278

This paper derives several Lagrange Multiplier tests for the unbalanced nested error component model with serially correlated remainder disturbances. The problems of overtesting and undertesting for serial correlation and zero random group and nested subgroup effects are considered. The joint...

Persistent link: https://www.econbiz.de/10005078734