Testing the distribution of error components in panel data models
نویسندگان
چکیده
منابع مشابه
Panel data models with spatially correlated error components
In this paper we consider a panel data model with error components that are both spatially and time-wise correlated. The model blends specifications typically considered in the spatial literature with those considered in the error components literature. We introduce generalizations of the generalized moments estimators suggested in Kelejian and Prucha (1999. A generalized moments estimator for ...
متن کاملTesting Panel Data Regression Models with Spatial Error Correlation*
This paper derives several Lagrange Multiplier tests for the panel data regression model wih spatial error correlation. These tests draw upon two strands of earlier work. The Þrst is the LM tests for the spatial error correlation model discussed in Anselin (1988, 1999) and Anselin, Bera, Florax and Yoon (1996), and the second is the LM tests for the error component panel data model discussed in...
متن کاملTESTING FOR AUTOCORRELATION IN UNEQUALLY REPLICATED FUNCTIONAL MEASUREMENT ERROR MODELS
In the ordinary linear models, regressing the residuals against lagged values has been suggested as an approach to test the hypothesis of zero autocorrelation among residuals. In this paper we extend these results to the both equally and unequally replicated functionally measurement error models. We consider the equally and unequally replicated cases separately, because in the first case the re...
متن کاملSpatial Correlation Testing for Errors in Panel Data Regression Model
To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrang...
متن کاملa study on insurer solvency by panel data model: the case of iranian insurance market
the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Economics Letters
سال: 2002
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(02)00111-8