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

Journal of Econometrics

Volumn 154, Issue 2, 2010, Pages 122-124

  Baltagi, Badi H ^a   Jung, Byoung Cheol ^b   Song, Seuck Heun ^c  

^a SYRACUSE UNIVERSITY   (United States)

^b University of Seoul   (South Korea)

^c Korea University   (South Korea)

Author keywords

Heteroskedasticity; Lagrange multiplier tests; Likelihood ratio; Panel data; Random effects; Serial correlation

Indexed keywords

HETEROSKEDASTICITY; LIKELIHOOD RATIO; PANEL DATA; RANDOM EFFECTS; SERIAL CORRELATION;

COERCIVE FORCE; CORRELATION METHODS; FREQUENCY MULTIPLYING CIRCUITS; MAXIMUM LIKELIHOOD ESTIMATION; MODELS; REGRESSION ANALYSIS; TESTING;

LAGRANGE MULTIPLIERS;

EID: 70349970904     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.04.009     Document Type: Article

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