AustralieFrV1, Main, Exploration, bibRecord, 00D145

Robustness of tests for error components models to non-normality

Identifieur interne : 00D145 ( Main/Exploration ); précédent : 00D144; suivant : 00D146

Robustness of tests for error components models to non-normality

Auteurs : Pierre Blanchard [France] ; Lászl Mátyás [Australie, Hongrie]

Source :

Economics Letters [ 0165-1765 ] ; 1996.

RBID : ISTEX:895DFAE4B8A55A57DF601AE7DC770B342225D63A

Descripteurs français

Wicri :
- topic : économétrie.

English descriptors

KwdEn :
- Alternative hypothesis, Baltagi, Cauchy distribution, Composite disturbance term, Econometrics, Economics letters, Error components model, Error components models, Error terms, Heavy tail, Individual effects, Kurtosis, Large samples, Medium tail, Monash university, Normal distribution, Null hypothesis, Panel data, Poor performance, Random variables, Significance level, Simulation results, Skewness, Small samples, Test statistic, Variance.
Teeft :
- Alternative hypothesis, Baltagi, Cauchy distribution, Composite disturbance term, Econometrics, Economics letters, Error components model, Error components models, Error terms, Heavy tail, Individual effects, Kurtosis, Large samples, Medium tail, Monash university, Normal distribution, Null hypothesis, Panel data, Poor performance, Random variables, Significance level, Simulation results, Skewness, Small samples, Test statistic, Variance.

Abstract

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.

Url:

https://api.istex.fr/document/895DFAE4B8A55A57DF601AE7DC770B342225D63A/fulltext/pdf

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

Affiliations:

Links toward previous steps (curation, corpus...)

to stream Istex, to step Corpus: 001990
to stream Istex, to step Curation: 001990
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Le document en format XML

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Robustness of tests for error components models to non-normality

Robustness of tests for error components models to non-normality

Source :

Descripteurs français

English descriptors

Abstract

Links toward previous steps (curation, corpus...)

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri