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Testing a linear regression model against nonparametric alternatives

✍ Scribed by Gerhard Weihrather


Book ID
110590900
Publisher
Springer
Year
1993
Tongue
English
Weight
498 KB
Volume
40
Category
Article
ISSN
0026-1335

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Testing linear and loglinear error compo
✍ Badi H. Baltagi πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 338 KB

This paper derives Lagrange multiplier tests based on double-length artificial regressions for testing linear and loglinear error component regressions against Box-Cox alternatives. These tests are easy to implement and should prove useful in panel data regressions.