Testing linear and loglinear error components regressions against Box-Cox alternatives

✍ Scribed by Badi H. Baltagi

• Book ID: 104302491
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 338 KB
• Volume: 33
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00110-1

✦ Synopsis

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.