| Автор | Baltagi, Badi H. |
| Автор | Li, Qi |
| Дата выпуска | 1990 |
| dc.description | This Paper extends the Breusch and Pagan(1980) lagrange Multiplier test for the random effects model to the incomplete panel data case. It is shown that this test retains the simple additive structure observed in the complete panel data case. It should prove useful for practitioners facing incomplete panel data applications. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Lagrange Multipler |
| Тема | Error Components Model |
| Тема | Incomplete Panel Data |
| Тема | Breusch and Pagan Test |
| Название | A lagrange multiplier test for the error components model with incomplete panels |
| Тип | research-article |
| DOI | 10.1080/07474939008800180 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 9 |
| Первая страница | 103 |
| Последняя страница | 107 |
| Аффилиация | Baltagi, Badi H.; Department of Economics College Station, Texas A&M University |
| Аффилиация | Li, Qi; Department of Economics College Station, Texas A&M University |
| Выпуск | 1 |
| Библиографическая ссылка | Breusch, T. S. and Pagan, A. R. 1980. The lagrange multiplier test and its applications to model specificationin econometrics. Review of Economic Studies, 47: 239–253. |
| Библиографическая ссылка | Hartley, H. O. and Rao, J. N. K. 1967. Maximum-likelihood estimation for the mixed analysis of variance model. Biometrika, 54: 93–108. |
| Библиографическая ссылка | Harville, D. A. 1977. Maximum likelihood approaches to variance component estimation and to related problems. Journal of the American Statistical Association, 72: 320–338. |
| Библиографическая ссылка | Hemmerle, W. J. and Hartley, H. O. 1973. Computing maximum likelihood estimates for the mixed A. O. V. model using the W transformation. Technometrics, 15: 819–831. |
| Библиографическая ссылка | Honda, Y. 1985. Testing the error components model with non-normal distrurbances.. Review of Economics Studies, 52: 681–690. |
| Библиографическая ссылка | Moulton, B. R. and Randolph, W. C. 1989. Alternative tests of the error components model. Econometrica, 57: 685–693. |
| Библиографическая ссылка | Searle, S. R. 1970. Large sample variances of maximum likelihood estimators of variance components using unbalanced data. Biometrics, 26: 505–524. |
| Библиографическая ссылка | Wansbeek, T. and Kapteyn, A. 1989. Estimation of the error components model with incomplete panels. Journal of Econometrics, 41: 341–361. |
