Robustness of tests for error components models to non-normality

Pierre Blanchard; László Mátyás

doi:10.1016/0165-1765(95)00797-0

Robustness of tests for error components models to non-normality

Pierre Blanchard, László Mátyás^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	161-167
Number of pages	7
Journal	Economics Letters
Volume	51
Issue number	2
DOIs	https://doi.org/10.1016/0165-1765(95)00797-0
State	Published - May 1996
Externally published	Yes

Keywords

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

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10.1016/0165-1765(95)00797-0

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@article{f35731bb5e964d6697266a1571d914ca,

title = "Robustness of tests for error components models to non-normality",

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, Hypothesis testing, Monte Carlo analysis, Non-normality, Panel data",

author = "Pierre Blanchard and L{\'a}szl{\'o} M{\'a}ty{\'a}s",

year = "1996",

month = may,

doi = "10.1016/0165-1765(95)00797-0",

language = "English",

volume = "51",

pages = "161--167",

journal = "Economics Letters",

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number = "2",

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T1 - Robustness of tests for error components models to non-normality

AU - Blanchard, Pierre

AU - Mátyás, László

PY - 1996/5

Y1 - 1996/5

N2 - 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.

AB - 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.

KW - Error components model

KW - Hypothesis testing

KW - Monte Carlo analysis

KW - Non-normality

KW - Panel data

UR - https://www.scopus.com/pages/publications/0030141006

U2 - 10.1016/0165-1765(95)00797-0

DO - 10.1016/0165-1765(95)00797-0

M3 - Article

AN - SCOPUS:0030141006

SN - 0165-1765

VL - 51

SP - 161

EP - 167

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

Robustness of tests for error components models to non-normality

Abstract (may include machine translation)

Keywords

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