Title of article :
Robustness of tests for error components models to non-normality
Author/Authors :
Blanchard، نويسنده , , Pierre; M?ty?s، نويسنده , , L?szl? ، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
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 , Panel data , Non-normality , hypothesis testing , Monte Carlo analysis
Journal title :
Economics Letters
Journal title :
Economics Letters
