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Spurious Stochastics in a Short Time-Series Panel Data

No. 55/56, Économétrie des Données de Panel / Panel Data Econometrics (Sep. - Dec., 1999), pp. 299-315 (17 pages) This paper analyzes the effects of individual-specific size factors in a dynamic panel ...
JSTOR Daily

LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors

This paper derives several Lagrange Multiplier tests for the unbalanced nested error component model with serially correlated remainder disturbances. The problems of ...