Tests for the error component model in the presence of local misspecification

Journal of Econometrics

Volumn 101, Issue 1, 2001, Pages 1-23

  Bera, Anil K ^a   Sosa Escudero, Walter ^b   Yoon, Mann ^c  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b UNIVERSIDAD NACIONAL DE LA PLATA   (Argentina)

^c CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

Error component model; Local misspecification; Random effects; Serial correlation; Testing

Indexed keywords

EID: 0346347455     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00071-3     Document Type: Article

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