Joint LM test for homoskedasticity in a one-way error component model

Journal of Econometrics

Volumn 134, Issue 2, 2006, Pages 401-417

  Baltagi, Badi H ^a   Bresson, Georges ^b   Pirotte, Alain ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITÉ PANTHÉON ASSAS   (France)

Author keywords

Error components; Heteroskedasticity; Lagrange multiplier tests; Monte Carlo simulations; Panel data

Indexed keywords

ERROR ANALYSIS; MATHEMATICAL MODELS; MONTE CARLO METHODS; STATISTICAL TESTS;

ERROR COMPONENTS; HOMOSKEDASTICITY; LAGRANGE MULTIPLIER TESTS; PANEL DATA;

LAGRANGE MULTIPLIERS;

EID: 33747873154     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.029     Document Type: Article

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