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Robustness of Tests for Error Components Models to Nonnormality

Blanchard, Pierre; Matyas, Laszlo
1994
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Abstract

comprehensive empirical evaluation is presented of the sensitivity to nonnormality of the main tests for individual effects in a one—way error components panel data model.

Details

Title
Robustness of Tests for Error Components Models to Nonnormality
Keywords
Author(s)
Blanchard, Pierre
Matyas, Laszlo
Subject(s)
Issue Date
4/1/1994
Publication Type
Working or Discussion Paper
Digital Object Identifier
https://doi.org/10.22004/ag.econ.267433
Record Identifier
https://ageconsearch.umn.edu/record/267433
Language
English
Total Pages
20
Series Statement
Working Paper No. 3/94
Record Appears in
Monash University > Department of Econometrics and Business Statistics Working Papers

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