Tests for unbalanced error component models under local misspecification

Autores
Sosa Escudero, Walter; Bera, Anil K.
Año de publicación
2008
Idioma
inglés
Tipo de recurso
documento de trabajo
Estado
versión enviada
Descripción
This paper derives unbalanced versions of the tests statistics for first order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived tests statistics should be useful for applied researchers faced with the increasing availability of panel information where not every individual or country is observed for the full time span. Also, as it was the case of the previously available tests, the test statistics proposed here are based on the OLS residuals, and hence are computationally very simple.
Trabajo publicado en The Stata Journal, Volume 8, Number 1, pp. 68-78.
Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS)
Materia
Economía
modelos econométricos
econometría
error components model; unbalanced panel data; testing; misspecification
Nivel de accesibilidad
acceso abierto
Condiciones de uso
http://creativecommons.org/licenses/by/4.0/
Repositorio
SEDICI (UNLP)
Institución
Universidad Nacional de La Plata
OAI Identificador
oai:sedici.unlp.edu.ar:10915/3624
Acceder
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oai_identifier_str oai:sedici.unlp.edu.ar:10915/3624
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repository_id_str 1329
network_name_str SEDICI (UNLP)
spelling Tests for unbalanced error component models under local misspecificationSosa Escudero, WalterBera, Anil K.Economíamodelos econométricoseconometríaerror components model; unbalanced panel data; testing; misspecificationThis paper derives unbalanced versions of the tests statistics for first order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived tests statistics should be useful for applied researchers faced with the increasing availability of panel information where not every individual or country is observed for the full time span. Also, as it was the case of the previously available tests, the test statistics proposed here are based on the OLS residuals, and hence are computationally very simple.Trabajo publicado en <i>The Stata Journal</i>, Volume 8, Number 1, pp. 68-78.Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS)2008info:eu-repo/semantics/workingPaperinfo:eu-repo/semantics/submittedVersionDocumento de trabajohttp://purl.org/coar/resource_type/c_8042info:ar-repo/semantics/documentoDeTrabajoapplication/pdfhttp://sedici.unlp.edu.ar/handle/10915/3624enginfo:eu-repo/semantics/altIdentifier/url/http://cedlas.econo.unlp.edu.ar/download.php?file=archivos_upload/doc_cedlas65.pdfinfo:eu-repo/semantics/altIdentifier/issn/1853-0168info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/4.0/Creative Commons Attribution 4.0 International (CC BY 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-03T10:22:07Zoai:sedici.unlp.edu.ar:10915/3624Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-03 10:22:07.273SEDICI (UNLP) - Universidad Nacional de La Platafalse
dc.title.none.fl_str_mv Tests for unbalanced error component models under local misspecification
title Tests for unbalanced error component models under local misspecification
spellingShingle Tests for unbalanced error component models under local misspecification
Sosa Escudero, Walter
Economía
modelos econométricos
econometría
error components model; unbalanced panel data; testing; misspecification
title_short Tests for unbalanced error component models under local misspecification
title_full Tests for unbalanced error component models under local misspecification
title_fullStr Tests for unbalanced error component models under local misspecification
title_full_unstemmed Tests for unbalanced error component models under local misspecification
title_sort Tests for unbalanced error component models under local misspecification
dc.creator.none.fl_str_mv Sosa Escudero, Walter
Bera, Anil K.
author Sosa Escudero, Walter
author_facet Sosa Escudero, Walter
Bera, Anil K.
author_role author
author2 Bera, Anil K.
author2_role author
dc.subject.none.fl_str_mv Economía
modelos econométricos
econometría
error components model; unbalanced panel data; testing; misspecification
topic Economía
modelos econométricos
econometría
error components model; unbalanced panel data; testing; misspecification
dc.description.none.fl_txt_mv This paper derives unbalanced versions of the tests statistics for first order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived tests statistics should be useful for applied researchers faced with the increasing availability of panel information where not every individual or country is observed for the full time span. Also, as it was the case of the previously available tests, the test statistics proposed here are based on the OLS residuals, and hence are computationally very simple.
Trabajo publicado en <i>The Stata Journal</i>, Volume 8, Number 1, pp. 68-78.
Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS)
description This paper derives unbalanced versions of the tests statistics for first order serial correlation and random individual e®ects summarized in Sosa Escudero and Bera (2001), and updates their xttest1 routine. The derived tests statistics should be useful for applied researchers faced with the increasing availability of panel information where not every individual or country is observed for the full time span. Also, as it was the case of the previously available tests, the test statistics proposed here are based on the OLS residuals, and hence are computationally very simple.
publishDate 2008
dc.date.none.fl_str_mv 2008
dc.type.none.fl_str_mv info:eu-repo/semantics/workingPaper
info:eu-repo/semantics/submittedVersion
Documento de trabajo
http://purl.org/coar/resource_type/c_8042
info:ar-repo/semantics/documentoDeTrabajo
format workingPaper
status_str submittedVersion
dc.identifier.none.fl_str_mv http://sedici.unlp.edu.ar/handle/10915/3624
url http://sedici.unlp.edu.ar/handle/10915/3624
dc.language.none.fl_str_mv eng
language eng
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info:eu-repo/semantics/altIdentifier/issn/1853-0168
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by/4.0/
Creative Commons Attribution 4.0 International (CC BY 4.0)
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/4.0/
Creative Commons Attribution 4.0 International (CC BY 4.0)
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:SEDICI (UNLP)
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instname_str Universidad Nacional de La Plata
instacron_str UNLP
institution UNLP
repository.name.fl_str_mv SEDICI (UNLP) - Universidad Nacional de La Plata
repository.mail.fl_str_mv alira@sedici.unlp.edu.ar
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