Robustness of tests for error components models to non-normality

Pierre Blanchard, László Mátyás

Research output: Contribution to journalArticlepeer-review

Abstract (may include machine translation)

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.

Original languageEnglish
Pages (from-to)161-167
Number of pages7
JournalEconomics Letters
Volume51
Issue number2
DOIs
StatePublished - May 1996
Externally publishedYes

Keywords

  • Error components model
  • Hypothesis testing
  • Monte Carlo analysis
  • Non-normality
  • Panel data

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