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

โœ 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

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โœฆ 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.


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