Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Tests for Panel Regression Model with Unbalanced Data

  • Published : 2001.09.01
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Abstract

This paper consider the testing problem of variance component for the unbalanced tow=-way error component model. We provide a conditional LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual)efefcts are present. This test is extension of Baltagi, Chang and Li(1998, 1992). Monte Carlo experiments are conducted to study the performance of this LM test.

Keywords

References

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