Testing for Sphericity in a Two-Way Error Components Panel Data Model

Testing for Error Cross-Sectional Independence in a Two-Way Error Components Panel Data Model

SSRN Electronic Journal ◽

10.2139/ssrn.2708185 ◽

2015 ◽

Author(s):

Guangyu Mao

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Cross Sectional ◽

Error Components

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Prediction in an Unbalanced Nested Error Components Panel Data Model

Journal of Forecasting ◽

10.1002/for.2272 ◽

2013 ◽

Vol 32 (8) ◽

pp. 755-768 ◽

Cited By ~ 1

Author(s):

Badi H. Baltagi ◽

Alain Pirotte

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Error Components

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Prediction in a spatial nested error components panel data model

International Journal of Forecasting ◽

10.1016/j.ijforecast.2013.11.006 ◽

2014 ◽

Vol 30 (3) ◽

pp. 407-414 ◽

Cited By ~ 2

Author(s):

Badi H. Baltagi ◽

Alain Pirotte

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Error Components

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Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables

Econometrics ◽

10.3390/econometrics3040761 ◽

2015 ◽

Vol 3 (4) ◽

pp. 761-796 ◽

Cited By ~ 3

Author(s):

Ming He ◽

Kuan-Pin Lin

Keyword(s):

Panel Data ◽

Random Effects ◽

Data Model ◽

Panel Data Model ◽

Spatially Correlated ◽

Error Components ◽

Correlated Error ◽

Dependent Variables

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Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1446087 ◽

2018 ◽

Vol 47 (19) ◽

pp. 4808-4839

Author(s):

Guangyu Mao

Keyword(s):

Panel Data ◽

Data Model ◽

Panel Data Model ◽

Cross Sectional ◽

Error Components

Download Full-text