1 |
Baltagi, B. H., Song. S. H. and Jung. B. C. (2002a). Simple LM tests for unbalanced nested error component regression model, Econometric Reviews, 21, 167-187
DOI
ScienceOn
|
2 |
Fuller, W. A. and Battese, G. E. (1974). Estimation of linear models with cross-error structure, Journal of Econometrics, 2, 67-68
DOI
ScienceOn
|
3 |
Davidson, R. and MacKinnon, J. G. (1984). Model specification test based on artificial regression, International Economic Review, 25, 485-502
DOI
ScienceOn
|
4 |
Godfrey, L. G. and Wickens, M. R. (1981). Testing linear and log-linear regressions for functional form, Review of Economic Studies, 48, 487-496
DOI
ScienceOn
|
5 |
Baltagi, B. H., Song. S. H. and Jung. B. C. (2001). The unbalanced nested error component regression model, Journal of Econometrics, 101, 357-381
DOI
ScienceOn
|
6 |
Baltagi, B. H., Song. S. H. and Jung. B. C. (2002b). A comparative study of alterative estimators for the unbalanced two-way error component regression model, The Econometrics Journal, 5, 480-493
DOI
|
7 |
Box, G. E. P. and Cox D. R. (1964). An analysis of transformations, Journal of The Royal Statistical Society Series, 26, 211-252
|
8 |
Davidson, R. and MacKinnon, J. G. (1988). Double-Length artificial regression, Oxford Bulletin of Economics and Statistics, 50, 203-217
DOI
|
9 |
Davidson, R. and MacKinnon, J. G. (1990). Specification tests based on artificial regressions, Journal of the American Statistical Association, 85, 220-227
DOI
|
10 |
Nerlove, M. (1971). Further evidence on the estimation of dynamic economic relations from a time-series of cross-sections, Econometrica, 39, 359-382
DOI
ScienceOn
|
11 |
Yeo, I. K. and Johnson, R. A. (2000). A new family of power transformation to improve normality or symmetry, Biometrika, 87, 954-959
DOI
ScienceOn
|
12 |
Baltagi, B. H. (2002). Econometric Analysis of Panel Data, John Wiley, New York
|
13 |
송석헌, 최충돈 (2003). 패널회귀모형에서 선형성검정, <응용통계연구>, 16, 351-364
|