Robustness of tests for error components models to non-normality

TitleRobustness of tests for error components models to non-normality
Publication TypeJournal Article
AuthorsBlanchard, P., and L. Mátyás
Journal titleEconomics Letters
Year1996
Pages161 - 167
Volume51
Issue2
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.

Languageeng
Notes

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