Testing for heteroskedasticity in fixed effects models

Journal of Econometrics

Volumn 178, Issue PART 3, 2014, Pages 484-494

  Juhl, Ted ^a   Sosa Escudero, Walter ^b,c  

^a UNIVERSITY OF KANSAS   (United States)

^b UNIVERSIDAD DE SAN ANDRÉS   (Argentina)

^c Facultad de Ciencias Naturales e Instituto M Lillo   (Argentina)

Author keywords

Heteroskedasticity; Panel data

Indexed keywords

ECONOMICS;

ASYMPTOTIC RESULTS; DISTRIBUTION-FREE TEST; FIXED EFFECTS; HETEROSKEDASTICITY; LIKELIHOOD FUNCTIONS; PANEL DATA; SMALL SAMPLES; SUFFICIENT STATISTICS;

MATHEMATICAL TECHNIQUES;

EID: 84889103039     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2013.07.005     Document Type: Article

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