Result 1 to 9 from 9 total
Testing for sphericity in a fixed effects panel data model. (English)
Econom. J. 14, No. 1, 25-47 (2011).
1
Testing for heteroskedasticity and spatial correlation in a random effects panel data model (English)
Computational Statistics & Data Analysis 53, No. 8, 2897-2922 (2009).
2
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: The case of stationary and non-stationary regressors and residuals. (English)
Econom. J. 11, No. 3, 554-572 (2008).
3
Testing for linear and log-linear models against Box-Cox alternatives with spatial lag depend\-ence. (English)
LeSage, James P. (ed.) et al., Spatial and spatiotemporal econometrics. Amsterdam: Elsevier/JAI (ISBN 0-7623-1148-7/hbk). Advances in Econometrics 18, 35-74 (2004).
4
Testing panel data regression models with spatial error correlation. (English)
J. Econom. 117, No. 1, 123-150 (2003).
5
Econometric analysis of panel data. (English)
Chichester: Wiley \& Sons. xii, 257 p. \sterling 19.99; \$ 31.95 (1995).
6
Panel data analysis. Reprinted from the journal Empirical Economics 17, No. 1 (1992). (English)
Studies in Empirical Economics. Heidelberg: Physica-Verlag. viii, 220 p. DM 128.00; öS 998.40; sFr. 128.00 (1992).
7
A Monte Carlo study for pooling time series of cross-section data in the simultaneous equations model. (English)
Int. Econ. Rev. 25, 603-624 (1984).
8
Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model. (English)
J. Econom. 17, 21-49 (1981).
9
Result 1 to 9 from 9 total