Title of article
Robustness of tests for error components models to non-normality
Author/Authors
Blanchard، نويسنده , , Pierre; M?ty?s، نويسنده , , L?szl? ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
7
From page
161
To page
167
Abstract
A comprehensive empirical evaluation is presented of the sensitivity to non-normality of the main tests for individual effects in a one-way error components panel data model.
Keywords
Error components model , Panel data , Non-normality , hypothesis testing , Monte Carlo analysis
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434109
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