不完全面板数据误差成分模型的拉格朗日乘子检验

A lagrange multiplier test for the error components model with incomplete panels

Econometric Reviews · 1990
被引 136 · 同刊同年前 2%
人大 A-ABS 3

中文导读

将Breusch和Pagan(1980)的拉格朗日乘子检验扩展到不完全面板数据情形,保留了简单可加结构,对处理缺失面板数据的实践者有用。

Abstract

This Paper extends the Breusch and Pagan(1980) lagrange Multiplier test for the random effects model to the incomplete panel data case. It is shown that this test retains the simple additive structure observed in the complete panel data case. It should prove useful for practitioners facing incomplete panel data applications.

随机效应检验拉格朗日乘子检验非平衡面板误差成分模型