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 language | English |
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Pages (from-to) | 161-167 |
Number of pages | 7 |
Journal | Economics Letters |
Volume | 51 |
Issue number | 2 |
DOIs | |
State | Published - May 1996 |
Externally published | Yes |
Keywords
- Error components model
- Hypothesis testing
- Monte Carlo analysis
- Non-normality
- Panel data