Testing for random individual and time effects using a Gauss-Newton regression

Economics Letters

Volumn 50, Issue 2, 1996, Pages 189-192

  Baltagi, Badi H ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Error components; Gauss Newton regression; Panel data; Random effects

Indexed keywords

EID: 0030306918     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(95)00754-7     Document Type: Article

References (4)

1. Breusch, T.S. and A.R. Pagan, 1980, The Lagrange multiplier test and its applications to model specification in econometrics, Review of Economic Studies 47, 239-253.
2. Davidson, R. and J.G. MacKinnon, 1993, Estimation and influence in econometrics (Oxford University Press, New York).
3. Fuller, W.A. and G.E. Battese, 1974, Estimation of linear models with cross-error structure, Journal of Econometrics 2, 67-78.
4. Pagan, A.R., 1984, Model evaluation by variable addition, in: D.F. Hendry and K.F. Wallis, eds., Econometrics and quantitative economics (Basil Blackwell, Oxford).