|
|
|
|
| LEADER |
01000caa a22002652c 4500 |
| 001 |
NLM342289896 |
| 003 |
DE-627 |
| 005 |
20250303113559.0 |
| 007 |
cr uuu---uuuuu |
| 008 |
231226s2020 xx |||||o 00| ||eng c |
| 024 |
7 |
|
|a 10.1080/02664763.2019.1634682
|2 doi
|
| 028 |
5 |
2 |
|a pubmed25n1140.xml
|
| 035 |
|
|
|a (DE-627)NLM342289896
|
| 035 |
|
|
|a (NLM)35707601
|
| 040 |
|
|
|a DE-627
|b ger
|c DE-627
|e rakwb
|
| 041 |
|
|
|a eng
|
| 100 |
1 |
|
|a Feng, Sanying
|e verfasserin
|4 aut
|
| 245 |
1 |
0 |
|a Testing for heteroskedasticity in two-way fixed effects panel data models
|
| 264 |
|
1 |
|c 2020
|
| 336 |
|
|
|a Text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a ƒaComputermedien
|b c
|2 rdamedia
|
| 338 |
|
|
|a ƒa Online-Ressource
|b cr
|2 rdacarrier
|
| 500 |
|
|
|a Date Revised 16.06.2022
|
| 500 |
|
|
|a published: Electronic-eCollection
|
| 500 |
|
|
|a Citation Status PubMed-not-MEDLINE
|
| 520 |
|
|
|a © 2019 Informa UK Limited, trading as Taylor & Francis Group.
|
| 520 |
|
|
|a In this paper, we propose a new method for testing heteroskedasticity in two-way fixed effects panel data models under two important scenarios where the cross-sectional dimension is large and the temporal dimension is either large or fixed. Specifically, we will develop test statistics for both cases under the conditional moment framework, and derive their asymptotic distributions under both the null and alternative hypotheses. The proposed tests are distribution free and can easily be implemented using the simple auxiliary regressions. Simulation studies and two real data analyses demonstrate that our proposed tests perform well in practice, and may have the potential for wide application in econometric models with panel data
|
| 650 |
|
4 |
|a Journal Article
|
| 650 |
|
4 |
|a Asymptotic distribution
|
| 650 |
|
4 |
|a heteroskedasticity
|
| 650 |
|
4 |
|a panel data
|
| 650 |
|
4 |
|a testing
|
| 650 |
|
4 |
|a two-way fixed effects model
|
| 700 |
1 |
|
|a Li, Gaorong
|e verfasserin
|4 aut
|
| 700 |
1 |
|
|a Tong, Tiejun
|e verfasserin
|4 aut
|
| 700 |
1 |
|
|a Luo, Shuanghua
|e verfasserin
|4 aut
|
| 773 |
0 |
8 |
|i Enthalten in
|t Journal of applied statistics
|d 1991
|g 47(2020), 1 vom: 17., Seite 91-116
|w (DE-627)NLM098188178
|x 0266-4763
|7 nnas
|
| 773 |
1 |
8 |
|g volume:47
|g year:2020
|g number:1
|g day:17
|g pages:91-116
|
| 856 |
4 |
0 |
|u http://dx.doi.org/10.1080/02664763.2019.1634682
|3 Volltext
|
| 912 |
|
|
|a GBV_USEFLAG_A
|
| 912 |
|
|
|a SYSFLAG_A
|
| 912 |
|
|
|a GBV_NLM
|
| 912 |
|
|
|a GBV_ILN_350
|
| 951 |
|
|
|a AR
|
| 952 |
|
|
|d 47
|j 2020
|e 1
|b 17
|h 91-116
|