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

✍ Scribed by B.H. Baltagi

Book ID: 104302728
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 29 KB
Volume: 37
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(97)00134-x

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Testing linear and loglinear error compo

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

✍ Badi H. Baltagi 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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.